Few is a word for a small, non-specific number. A few is somewhere between a couple and a whole bunch.
When you say you're going to have a few fries, you'd better not eat the whole order — a few is a tiny number. It takes more than a few people to play basketball, though they could probably play two-on-two. This is one of many words for amounts that aren't specific, like a bunch, a load, or a bit. If someone refers to the few, they're talking about an elite, special group, like "The few. The proud. The Marines."