To me, both options are not very natural. I would say either 'I have a three day holiday' or 'I have three days of holidays'. The first would tend to mean that I had a single holiday that was three days long. The second version might mean that you have those days, or have earned those days, but you could take them as a single holiday like the first version, or as three separate days off.

I think you can also say, three holidays.