Yes, although it depends on the context.....if you are referring to the fact that you specifically have one pizza, you would say "Yes, I have a pizza." On the other hand, if you are talking about pizza generally without regard to the number, you can drop the article. For example, you are walking in a store and see a sign for pizza. You ask an employee at the store if they have any pizza and they would reply, "Yes, we have pizza."
The article "a" would be used when referring to an entire pizza. If more than one, then "the" is used (I have the pizzas). When talking about something less than a whole one, the article is dropped. For example, "I have pizza on my plate."
OMG, I actually explained something to Vinnfred! ;)