There are two possibilties, eighter one work, but it depends on XNA how easy it is to implement:
- Like others suggested, bitmap masking. You keep a bitmap of all "ground" pixels and all "air" pixels. If you have gravity; a character can't fall through ground, while it can fall through air.
- Vector geometry. You start with a rectangular "ground", and hold a list of "removed" ground, which creates air. This geometry is very simple to edit: just append a circle or similar to the list, and update the graphics. I don't know whether XNA has vector & shape abilities; but it should be easy to create geometry with these two things, and later apply a texture or similar. Also, this can be easy to optimize, by keeping a cached version of the rendered landscape, and only update the cache of the bounding-box of the newly added "air". This solution requires a bit more math though.