I'd imagine there's a difference in risk between orbiting debris and stuff that's just passing through, like when we have a meteor shower as we pass through a residual debris trail. The really tiny grain-of-sand stuff can be fairly effectively shielded against, as well; bigger chunks are more difficult.

Satellites definitely get sandblasted to some extent; here's a hole made in the SolarMax satellite. https://en.wikipedia.org/wiki/File:SMM_panel_hole.jpg

The ISS cupola got hit and repaired, too: http://www.spacesafetymagazine.com/space-debris/kessler-synd...