Answer:
Depending on pronunciation, both statements are correct. To clarify, if you pronounce "FAQ" as "fack", as in trying to make the letters into an actual word, you could say "So, I read a FAQ the other day, it was helpful." If, however, you pronounced it as three separate letters (like an acronym), F.A.Q., then you could use "an FAQ", used it in the phrase "I don't know the answer, why not check an FAQ?"