In areas with a lot of dents and holes, like in the mudroom where boots, hockey sticks and golf club bags leave their marks, don't try to fill every dent individually. Instead get a wider taping knife—a 6-in.-wide putty knife will do—and simply skim the entire area with joint compound. For the best results, use 'topping' or 'all-purpose' joint compound.
Mix a tablespoon or two of water into three or four cups of the joint compound to make it easier to spread. Then put a few cups into a drywall pan and use your 6-in. knife to spread it. Spread a thin coat of joint compound over the area. Then scrape it off, leaving just enough to fill the recesses and holes. You may have to apply two or three coats to completely fill holes, but the thin layers dry quickly and are easy to apply. Sand the wall after the final coat dries.