To answer your question, it's "Bring an HB pencil."
As to why:
When a word begins with the letter 'h', see whether, WHEN YOU PRONOUNCE THE WORD, it begins with a vowel sound.
That is, do we pronounce the initial 'h' of a word, or not?
We do with : hotel, hair, horse, history, historic, hilarious, horrific
We do NOT with: honour, hour, heir etc (They are pronounced as ' an onour ', ' an our ', ' an eir ' )
Then:
'an' is the form of the indefinite article that is used with a word where the first sound spoken is a VOWEL SOUND.
an heir : spelt 'heir' - but PRONOUNCED ' eir ' = air (the initial sound is a VOWEL)
compare
'a hair' : PRONOUNCED ' hair' (initial sound is 'h')
When we say ' HB ', we are saying the letter 'h' = aitch = a vowel sound; and then the letter 'b'.
(There is a bit more to this, and why both 'a historic event' and 'an historic event' are both regarded as correct; but leave that for now.)