Both words can be translated as some. But that does NOT mean that they are interchangeable. Here is how to use them correctly.
| Use некоторые, followed by the nominative, when you are referring to some out of a whole group of items, people, etc. |
Here’s a really good sentence to help you clearly see the difference.
Некоторые были против нового закона, а другие – за него.
Some (of a group) were against the new law, while others were against it.
Another example below:
Из всех учеников только некоторых поставили пятёрку.
Out of all the students only some got an A.

| Use несколько, followed by the genitive, when you are not referring to a part of a whole group. |
Я получил несколько писем от иностранных друзей.
I received some letters from foreign friends.
В очереди стояло несколько человек.
There were a couple people in line.
