The speckle is actually on your retina; this can be easily proved if you wear glasses or other corrective lenses- remove them and the speckle remains in focus.
The speckle is caused by spatial coherence within the beam; just as there is temporal coherence related to the frequency spread [tex]\Deltat\leq\frac{2\pi}{\Delta\omega}[/tex] , the spatial coherence is related to the size of the source [tex]\DeltaA=\lambda^{2}/\Delta\Omega[/tex], where [tex]\Delta\Omega[/tex] is the solid angle subtended by the source. Each 'grain' is a region where the light is coherent, adjacent 'grains' are partially coherent with each other.
You can create speckle from any source- its possible to observe the speckle from sunlight, for example.