As I said, electrolysis on yourself, even if you were a real professional, wouldn't be advisable at all. Imagine if not having the proper qualifications. Really, don't do it.
If you want to do something with an at-home machine, go with laser/IPL instead. It certainly won't be as effective as professional treatments, but it will have some effect, and above all, unless you really do it wrong, it's not especially risky.
And uhm, could laser do something for scars? At the very least I can promise you that my numerous laser treatments didn't affect the big hole in my skin, where a huge blackhead was 8 years ago, at all. Laser CAN do something for dark spots on your skin, but I'm not sure that's a recommended use of it. The one above my lip got a lot lighter. But apart from that... I've never heard of such a thing.
I think the only hope for pockmarks is deep exfoliation, or something like that.