"I have few words to say" and "I have a few words to say" have different meanings.
"Few" means "not many" but "a few" means "not many, but some." While they both mean "not many" or "a small number," "few" emphasizes the smallness of the number and "a few" emphases that there are some, rather than none at all.
So "I have few words to say" means "I do not have many words to say," but "I have a few words to say" means "I have some words to say" (or more commonly "I have something to say").
Here are more examples of how "few" and "a few" are used:
I hope this helps.