Yes they are called elbow callouses. They are a result of pressure. It's to protect against the pressure of lying down on a firm surface. It's simply the thickening of the skin to protect it.
It's like a dog's foot pad, which should be thick. Some dogs have very thin foot pads and they get sore, while dogs that go for walks more often tend to have rough/thick pads. There are many ways to help "soften" the skin, but in reality if they are going to walk or lay on a hard surface you dont wan't to.