Normally we would just say "my friend".
If you want to make it clearer that the identity of the friend has not yet been specified (particularly in this conversation), you can say "a friend of mine" or "one of my friends".
In special contexts, you can say things like: "he has been a good friend to me". Note this uses "to" and not "of". The emphasis here is on the behaviour of that person (the person who has been a good friend to you), and not so much on the mutuality of your friendship. Possibly someone could be a good friend to you with you really being a good friend to them, in which case it is doubtful whether you are really "friends", but that person has behaved as a good friend would.