I just need to know what this is called: Let's say we have 5 images, then we have these 5 small circles beside each other above the loaded image and if we're showing the second image, the second circle is full and the rest are empty.
There's not yet a widely accepted term, but most terms and descriptions point the same general direction.
On Android, these are called DotsPageIndicator.
According to Apple's guidelines all the dots together form the Page Control and it indicates the number of views.
Bootstrap's Carousel plugin calls them Indicators
JSSOR calls the combined element Navigator
Looking at other sources and visual variations, you can roughly divide them in two groups. I propose using the following two terms because they are simple, descriptive, and feel right at home next to traditional "page number":
This is any kind of series of items at the bottom of the content area. In your case it are empty dots with one filled dot. In another case it might be a bunch of white numbers and one colored number. In yet another case it might be a bunch of squares with 0 spacing, so it looks more like a continuous scroll bar.
Whatever style, they roughly show where you are by having one element in a row look different.
Essentially, navigators are a subsection of indicators. They look the same, but the difference is these are interactive. As an example, in Apex Launcher there is a row of dots that shows where you are, but you don't use them as control. It indicates, but won't let you navigate. A navigator lets you tap a dot, number, or miniature image, and move to that page.
You mean what those circles are called or what the whole page element is called? The element is called (image) carousel, circles are probably just circles or dots.
I would call the set of dots a navigational indicator for an image scroller/carousel
In the iOS Human Interface Guidelines these dots are used on a page control, which is very similar to an image carousel if you think of an image as being a view or page. And are decribed as:
A page control indicates the number of open views and which one is currently visible... [A page control] Displays an indicator dot for each open view in an app (from left to right, the dots represent the order in which the views were opened)
In Xcode this control is described as:
A page control displays a horizontal series of dots, each of which corresponds to a page in the applications document (or other data model entity). The currently viewed page is indicated by a white dot.
It may be a pager control
Do the circles also act as links that display a different image?
If so, the set of circles could be called a pager control. The fact that they have circles rather than numbers doesn't really change their navigation function.