"had had" is the past perfect tense of "have". The past perfect is used to go further back in time, relative to an event that is already in the past. "I had had one of those" is correct when used in a context in which the past perfect is appropriate.
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Miriam MozruiYou use had had when talking about a past event.That can be a little misleading. We normally use the past simple or progressive to talk about past events unless there is a reason to use the past perfect. GPY's explanation is good.
Miriam MozruiE.g. she had had enough of him (at that point in time she did not want anything
Anonymoushad hadCompare with had taken. take - took - taken