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A small number of (a set of countable items); more than one but not very many; especially, more than two but not very many (explained in usage note at several).
"I don't want to spoil any comparison you are going to make," said Jim, "but I was at Winchester and New College." ¶ "That will do," said Mackenzie. "I was dragged up at the workhouse school till I was twelve. Then I ran away and sold papers in the streets, and anything else that I could pick up a few coppers by—except steal.[…]"
Regrets, I've had a few, but then again too few to mention.
Did everyone go home? ―No, a few (of them) are still chatting.
Usage notes
A few and few without a differ in emphasis. Few emphasizes that the number is not as large as expected, while a few emphasizes the fact that the number, while small, is not zero but more than two.
Compare:
I was expecting lots of people at the party, but few turned up.
I wasn't expecting any young people at the party, but a few turned up.
Note that when a few is preceded by another determiner, a is dropped. The few and every few mean “the group of a few” and “every group of a few” respectively.