I would just cut open the melon, check what it looks like near the hole and then decide from there.
If the hole is not very deep then this was just caused by some stone or similiar object damaging the skin. Cut a small segment (maybe the size of your red circle) around the hole, the rest of the melon is fine.
If the hole was caused by some insect you should be able to see how far it went inside. If it only affected a small region generously cut out that region, the rest of the melon will be fine. If most of the interior looks like some insect(s) went through there, then sorry, this melon is no longer good to eat.
Personally I think the first scenario is most likely but definitely cut it open and see.