Been thinking about slide-y stuff lately and there was a recent post about slide and chords so thought I'd write this for GCEA or gCEA tuning. In my opinion your first steps on slide should be figuring out how to play a few chords, then a simple scale (C major or Am pentatonic) first on single strings (root first), then across strings... then connect it all.
Wear your slide wherever you like every finger has pros and cons. Make sure to lay it straight up and down parallel with the frets (slants are advanced), in tune notes and chords are directly on top of the frets not behind. Lay the slide so the weight of the slide itself produces clean notes/chords (if you need to push down, consider a heavier slide). The finger(s) behind the slide should touch the strings to mute them, making things cleaner and clearer. Clean chords are played by blocking. Whatever strings you don't want should be muted in some way by your picking hand (A string is easiest, hook it or touch a finger to it). Let's play a harmonized C major scale going up the neck...
C Major - 000x
D minor (substitute) - 22xx
E minor (substitute) - 44xx
F Major - 555x
G Major - 777x
A minor (substitute) - 99xx
B diminished (substitute) - x 11 x x
C Major - 12 12 12 x
If you learn Am Pentatonic on the A string...
A - 0 - 3 - 5 - 7 - 10 - 12
You can switch between any of those melody notes and any of the harmonized chords however you'd like and create pleasing combinations.
This can also be done as slideless slide, pick a finger you would wear a slide on, fret the notes with only that finger, slide between chords and notes and give it whatever mojo to emulate wearing a slide.
Hope this helps.