It depends on the exact situation you have in mind. For that reason, ask for context and background with every question. Roughly speaking, these are the differences.
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We use the present to talk about the future. Use 'I arrive' if you are telling them what time you will arrive.
We use the present perfect to talk about something that happened in the past but has an effect on the future. Use 'I have arrived' if you are at the airport, for instance, and want them to come to pick you up.
We use the simple past to simply report what happened. Use 'I arrived' if you are simply calling to tell them that you arrived safely, but don't expect them to do anything about it.
What does your friend have in mind? When are they going to say this, and to whom?