A few is much more common, and it has a positive connotation. A few usually means something like three. I have a few dollars means I don’t know exactly how many but it’s not a lot. We can only use few with countable nouns, like dollars or friends. 

I have few friends Here, a few emphasizes the lack of friends. It is not common in conversation, but you might read it in a book. A more common way to express this is: I don’t have many friends.

A little vs little works the same way. Little is for uncountable nouns, like advice or money.

Let me give you a little advice. This is common. It means something like “some.” Let me give you a little advice = some advice, not a lot, not much.

She has little money. This emphasizes the lack of money. It’s not common in conversation, but you might read it in a book. A more common way to express this is: She doesn’t have much money