I played with my resin a few days ago, and today I popped them out of the mold.  I'm hoping to make pendants eventually....I tried to make a hole in one of them using one of my polymer piercing tools and it didn't work.  Will I need a drill or something?

 I am guessing a drill, possibly even a mini hand drill would work. I've never used resin but is there a way to  make the hole ahead of time by inserting a straw or tube-shaped thingie in before you apply the resin and then removing it once it's cured?

You are going to have to drill a hole.  You'll find that a power tool is the way to go, unless you have strong hands and can use a pin vise (I don't).  I found the Dremel Stylus to be PERFECT.  It's small, with a pistol grip, ergonomically-designed, and just right for the kinds of things I need it for - drilling holes in resin, wood, dominos, etc; polishing small objects; wood carving (makes lettering a breeze).   The prices vary widely, up to and over $100, but the average price seems to be around $70.  I got mine on eBay for $47.

Resin is super soft as far as drilling goes... I use a Foredom flexshaft, but that's cause I already have one.... I am pretty sure that using a hand drill will work fine to make holes in it.

Randi