Which of the following sentences is correct?

Normally, uncountable nouns do not have plural forms and cannot be used with a/an.
Note that the following nouns are usually uncountable in English:
- advice
- news
- information
- furniture
- luggage
- work
- business
- weather
- traffic
- scenery
- paper
- bread

So, the correct sentence is: He gave me some advice (or: a piece of advice).

Source: High School English Grammar & Composition by Wren & Martin.