Yep. A speck of dust on the AA filter on the front of the sensor. It's still simply a fact of life and easy to fix in ACR and software of your best images.
From experience, you will definitely find this in the sky and be thankful it's a single little dot.
You pull the battery, turn off the camera, change lenses in the car/house, and no matter what, you will still get little spots like this. It's a little annoying like a piece of fuzz on the film gate of your film cameras and you can spend a lot having the sensor cleaned by a pro, learn to do it yourself, or not worry too much about it and continue to shoot.
Though my recent crop of Nikon cameras (300, 300s, 700) has the sensor cleaner, I still get these spots, though not as many times as I once did. I don't go out of my way when changing lenses, other than not to spit or sneeze inside the body. One time I simply blew-off the sensor and instead managed to spit...those spot still haunt me and take a lot of work to clean, even using ACR and applying the spot removal settings.
It isn't the end of the world and IMO, if I have six or less that I can see on the frame, I figure it's good enough!
Besides not spitting on the sensor like me, you can minimize the appearance of these artifacts by using your lenses at f/5.6 or wider (higher res and image quality on most pro Nikon lenses anyway), handling it on your edited and best images when you process (less time than a wet cleaning), and learning how to *carefully* clean your sensor when you get a few more spots (
http://www.cleaningdigitalcameras.com/).
Last year, I shot six different cameras and nearly 80,000 images predominately on my Nikon herd. Though there is dust in the sky of many, most seems confined to areas with other than sky.
Moral of the story, don't sweat it, simply be aware of it and keep shooting!