Here are some steps to get you started on playing slide guitar:

1. Choose the right finger to wear the slide on. The most common finger is the third finger (ring finger) of your fretting hand. This is because it's the most stable and can help you control the slide better.

2. Position your fretting hand fingers correctly. This is probably the most common misconception about slide guitar playing. You should keep your fingers parallel to the frets and not press down on them.

3. Apply just enough pressure with the slide. You don't need to press down too hard on the strings with the slide. Just enough pressure to make contact with the strings is all you need.

4. Choose the right tuning for your guitar. There are many different tunings that you can use for slide guitar playing, but some of the most common ones are open G, open D, and standard tuning.

5. Mute open strings when necessary. When you're playing slide guitar, you'll often need to mute open strings that aren't being used in a particular chord or riff.

Here's a tutorial I found that goes into more detail about these steps and more: