A slide is a metal/glass/ceramic tube which fits over a finger (usually the ring finger or little finger, but any will work). If you want to mess around but do not have a slide, a battery can work to get a good sound, but you will not be able to fret other notes too easily. Do not press the string down. The slide rests on the string, not enough to give fret buzz, but enough to stop the string buzzing against the slide.

Practice getting a crisp note without sliding first. Because the slide rests on the strings, the slide playing a single note should be directly above the fret, not behind it as with the fingers. Usually the slide guitarist keeps the slide moving backwards and forwards slightly at all times.

Slide guitar works best in, Open G and Open D being the most common. (Courtesy of Wikibooks)