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][1]


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][2]


  [1]: https://www.radiox.co.uk/artists/liam-gallagher/bradley-walsh-responds-praise-living-legend/
  [2]: http://www.stopcryingyourheartout.co.uk/2010/06/liam-gallagher-on-pretty-green-beady.html