These are bane of a draughtbusters life. They are holes which go from inside a home to outside and were intended in the 1960’s era to ventilate a room or larder/cupboard. With the advent of domestic heating air-bricks were often required to provide combustion air, most typically for open vented gas boilers. We have written to GasSafe about this suggesting to them that when such a boiler is removed the air brick should either be removed or blocked up, they have not taken any action on this leaving thousands with unnecessarily cold and draughty rooms.
Air-bricks in bedrooms are generally safe to block the majority look like this, stuffing the holes inside the room with tissue is the first action.
This one was behind a kitchen cupboard and here is what it looked like without the flash, you can see straight outside. The fluffy stuff in the air brick liner was removed, it was stray cavity wall insulation.