Well, he might first be really confused. A Sith Holocron is from the Star Wars universe and Naruto is from his own ninja world. He could try to figure out how to open it, thinking it's some kind of new jutsu - related item. Maybe he'd accidentally activate it and get some Sith teachings that he doesn't understand at all, like the ways of the dark side which are completely different from his ninja values.
If Naruto finds a Sith Holocron, he may seek help from his friends. Sasuke, being the more knowledgeable one about different powers, might take a look. They could discuss whether it's a threat or if there's something useful in it. But they would be very cautious because they know that dark powers usually come with a price. And they don't want to let any dark influence seep into their village.