This question has been asked before:
https://http://forums.owndoc.com/dermarolling-microneedling/Will-the-roller-leave-tiny-prick-marks-on-facial-skin(photo of woman being rolled with 3 mm needles of 0.25 mm width in a plastic surgeon's clinic)
I can elaborate on why 0.25 mm needles are the best and won't scar the skin:
Dermarolling has been pioneered by a few plastic surgeons over some years. They found that 0.25 mm is the best needle diameter. Smaller, and the effect will be sub-optimal. Larger, and the effect will be sub-optimal too.
Plastic surgeons roll with 0.25 mm and they roll with up to 3 mm long needles and much more vigorously and much more often than five times over the same skin. I refer to the picture linked to above - that woman's face is a bloody mess. No scarring - on the contrary: Good results. However, as home-rollers you really can't go to such extremes - it's a risk of infection and nerve damage and the added value is marginal.
There is purely theoretically a very small chance that two holes partially overlap because the density of roller head surface to needles-surface is very low. But in reality, that risk does not exist at all, or is infitesimally minute (such as a single overlap per year of rolling) Because you have to understand that the needles do not punch 0.25 mm wide holes in your skin. The skin is like a thin latex sheet. You punch a 0.25 mm hole in it and immediately the hole closes itself completely. Within a tiny fraction of a second. Before you have lifted up the roller from the skin to do another roll. Even if the next cycle has a needle landing 0.25 mm next to a prick, they won't overlap because of the flexibility of the skin - even old skin.
Even if this all would not be the case, even if skin would have no flexibility, there still would be no scarring from two overlapping 0.25 mm holes. They simply would fill up with new, flat collagen and elastin, it would tan and the result would be invisible.