As an English speaker the second sentence just doesn't make sense with "them" as constructed.
If some of the items you bought were very expensive then:
Yesterday I bought some furniture for my kitchen. Some of it was so expensive.
changing the verb to was is a fair indication that you are referring to some of the items which you already have bought.
A lot of times a table and chairs are sold as a dinette set. So:
Yesterday I bought a dinette set for my kitchen. Some of them are so expensive.
So them refers to dinette sets in general, not necessarily the one that you purchased.
To just refer to expensive pieces of kitchen furniture in general, then in the following sentence it is somewhat ambiguous. It can refer to kitchen furniture in general, or to some of the items you bought.
Yesterday I bought some furniture for my kitchen. Some of it is so expensive.