The holes on your TV/monitor are because the surface is too reflective; the infrared light from the Kinect's speckle pattern emitter doesn't get back to the Kinect's IR camera. The black halos around foreground objects like your head or shoulders are because to be scanned, a surface has to be visible to the pattern emitter and the IR camera at the same time. Surfaces immediately to the right and behind a foreground object are occluded to the pattern emitter, and surfaces immediately to the left and behind are occluded to the IR camera.
These halos get smaller when using a time-of-flight camera like the second-generation Kinect, because there the light emitter and camera are almost in the same spot.