What does "I have something to" mean?
To "have something" in this case means to possess or be holding something something, like an object. The preposition "to" is placed here to show that he wants to "have something" just for the purpose of throwing that something at her. So anytime "have something to" is used in a sentence, it expresses that someone is possessing something for the purpose of something else. Ex: Do you have something to eat? Ex: I have something to give you.