They are both fine and mean basically the same thing; you have apples (plural, more than one).
A few usually means not very many. It's an estimate, but probably higher than 2 (a couple) and less than 5-6.
Some is quite nondescript. It could be anything more than one really; 2 or 100. You're not saying how many you have, just that you have some. It can also be contextual. If you said "I have some horses" I'd think you had up to about 10 max. If you said "I have some nails" I'd think that you meant dozens.