It depends on whether it's a dent or a gouge. A gouge would be where wood is actually missing from the shaft.
For dents, take a damp wash cloth and place just enough of the cloth over the dent to cover it. Then grab Mom's steam iron (but, don't use the steam part) set on it's highest setting, and put the point of it down on the cloth that's over the dent. You'll hear a little 'psst'. Take it off and inspect the dent. If it hasn't completely lifted out, repeat the process.
Gouges are a bit more difficult. Super glue will work, but for the best job mix up some five minute epoxy with sanding dust and fill it in. If you are careful enough you will have little or no sanding to do.
Remember, your friendly neighborhood cue repair person can fix you up in a jiffy.