I'm a cigar-box guitar builder, and we all use slide extensively. I have also built a full-sized resonator guitar and have a cigar-box 6-string electric...
Here's the basics. Ideally, you should have a guitar set up for slide playing. You'll want the action higher than what you'd use otherwise, otherwise, the slide will be banging into the frets on the high strings all the time.
As well, you'll probably be re-tuning the instrument all the time, as most slide playing is done in open tunings.
You don't need anything special to start out, in fact an old "beater" guitar may have a nice funky sound when played with a slide.
There are tons of instructional materials available. Dedicated websites, videos, books... All to teach you the fine details.
Basics include working on your "attack", that is moving the slide smoothly onto the string rather than banging it down, placing the slide directly over the fret, and working on obtaining a nice, fluid vibrato since that's part and parcel of the style.
Slides... Ask a hundred slide players, get a hundred answers. Glass, steel, bone, brass, old pocket-knives... I like glass and copper personally.
I make my own glass slides from wine bottles by scoring the neck with a Dremel cut-off wheel and tapping.
Listen to a bunch of the old slide masters... Elmore James, Muddy Waters, Skip James, Son House... Those are the old masters.
There are lots of fine contemporary players too in all styles, but I would go to the roots first.