I cannot trace any source for the quote of Liam Gallagher saying "I'm having him" about Sid Vicious, but I think it is fairly clear that when Gallagher uses that expression he means 'I very much admire him'. He was quoted in 2017 praising Bradley Walsh, a soap star, TV presenter and singer:

Bradley Walsh has spoken out after Liam Gallagher called him "cool".

Earlier this week the former Oasis singer slammed Pete Doherty for not being a real rock star, but when it came to Walsh told NME: “I’m having him! He’s cool man."

RadioX article

In 2010, Gallagher also praised footballer Joe Cole:

"I think Joe Cole is a top player. He can always turn the game around, d'you know what I mean? So, yeah, I'm having him man. He's got a lot of energy."

Link

I cannot trace any source for the quote of Liam Gallagher saying 'I'm having him' about Sid Vicious, but I think it is fairly clear that when Gallagher uses that expression he means 'I very much admire him'. He was quoted in 2017 praising Bradley Walsh, a soap star, TV presenter and singer:

Bradley Walsh has spoken out after Liam Gallagher called him "cool".

Earlier this week the former Oasis singer slammed Pete Doherty for not being a real rock star, but when it came to Walsh told NME: “I’m having him! He’s cool man."

RadioX article

In 2010, Gallagher praised footballer Joe Cole:

"I think Joe Cole is a top player. He can always turn the game around, d'you know what I mean? So, yeah, I'm having him man. He's got a lot of energy."

Link