I have found a couple of rough spots on my clear essix retainer. I am very concerned that these little rough spots have been damaging my teeth.

Not possible. The fact, if you get a “sharp” or rough spot on the retainer you can file it with a nail file to smooth it down. Take care.
Rough Spots. The rough spots will probably not damage your teeth, since the material is softer than your enamel, but have your orthodontist take a look.. I'm confident the rough areas can be smoothed down.
Not likely. Tooth enamel is much stronger than the retainer plastic. Please make an appointment with the Dentist that made the retainer. Smoothing of the rough spots will be amazingly quick because your Dentist has the instruments and the training to do just that.