Short answer: "The flu" is probably the one you want.
When your affliction is a specific named one, you often omit the article altogether. All of these would be acceptable:
I have rickets. I have measles. I have AIDS. I have cystic fibrosis. I have Zika. I have canine distemper.*
Rough day for me.
When you are referring to symptoms of a disease, you sometimes use the indefinite article, "a."
I have a cough. I have a rash. I have a cyst. I have a headache. I have a fever.
....and sometimes use no article:
I have nauseau. I have diarrhea. I have dizziness.
A cold is a collection of symptoms, and usually takes the indefinite article.
I have a cold.
But if you know exactly which type of cold you have, you might switch to the definite article:
I have the common cold.
Flu is somewhat like cold in this respect. In the past, all flus were thought to be the same malady. Now we differentiate between avian flu, swine flu, Spanish flu and others. (See ngrams ) If you just want to say that you have some type of flu-like illness, you might say _"a flu." If you are referring to the same flu that everyone else seems to be getting this year, you probably want to say "the flu." If you aren't sure, use "the."