Einnor,
The most common tuning for slide guitar is called "Open G". Tune the strings DGDGBD going from bass to treble. When you strum this without fretting, you have a G Chord. Barring with the slide (resting the slide on the strings, not pressing down to the fret) at the 5th fret gives you a C Chord, and barring with the slike at the 7th fret yields a D Chord. You now have the essentials for many'a 12 bar blues.
Another common tuning is "Open D". Tune the strings DADF#AD. This gives you a D Chord when strummed unfretted.
There are other "Open" tunings, but these will lead you through many blues recording.
The natural tendency is to wear the slide on the index finger because it is the strongest. Most blues players wear a slide on the pinky finger. This allows you to fret with the other three fingers. It takes time and practice to strengthen that poor little pinky so it can carry the weight of all that slide work. Keep at it. It will get stronger if you practice regularly.
Roger in Baltimore