What are our walls made of?

JL-KA

My wife and I are first time home owners. DIY has quickly become my second job with a honey-do-list longer than my arm. Most info I've been able to find by searching the internet and I've accomplished some things I thought for sure would end in a call to a professional.
One thing I'm curious about is our walls. The outside is all brick and it was built in 1941. Our interior walls are insanely hard. They're not like any drywall I've ever experienced. Nails very frequently bend going in. Screws are all but impossible without a pilot hole.
What could the walls be constructed of if not a standard drywall?

1950home

Different parts of the US did it somewhat differently.

For early 1940's I would guess at wooden slats with 3 to 5 coats of plaster (kind of like cement).

EDIT.
I should of said your walls are most likely
Brick, some type of early plywood (sheathing), 2” x 4” studs, wooden slats (lath), and 3 to 5 coats of plaster (mostly a lime sand mix).

If you need to patch the plaster make sure you get a plaster mix that has grit in it. Stuff like finishing plaster and veneer plaster will not give you a finish that will match the other wall. Dry wall joint compound will end up cracking at the joint with the old plaster.

joecaption

Or what looks like tile board with plaster over it. Both are extreamly hard.
If you remove an outlet cover you may be able to look in the sides of the hole and see what it is.

1950home

I know late 1940's they started using a thin wall board about 18” wide (guess). The house I working in soon to live in (1950's) has it with 2 or 3 coats of plaster.

JL-KA

I'll remove a socket and snap a close-up pic when I get home.
Regarding different regions doing things differently, we live in central IL.

1950home

I found that sometimes (most often) at electrical boxes the wooden lath or the plaster type board will be a bit short. They just force in some plaster into the gaps with the first coat.

To get a good feeling for what your walls are made of you can cut a 2” by 2” hole. A closet is a good spot and great for practicing your patching skills.