Some people will tell you that it’s completely fine to say “a couple things”, others that you cannot use “a couple” without “of” at all. The truth lies somewhere in between.
Although it is quite common to hear expressions like “in a couple hours” and “I saw a couple people” in spoken American English (but not so much in British English), in formal written English (on both sides of the Atlantic), the form with “of” is the only one considered correct, for example:
There is one phrase, however, in which “a couple” is always used without “of”, namely “a couple more”. For example: