Nice one! You'll be an old blueser yet

I have several slides for different vibes. I have a piece of brass piping that my drummer sorted out in 1983 from the Physics Department at Exeter Uni - that's my main slide. I have a few Dunlop slides - one clear glass, one chrome plated, and one brass - they're all good. And I have a green bottleneck - that's quite tasty.
They all behave differently and give different types of slide tone. Eg if I want tight and accurate on an electric (fender, cleanish), the clear glass or the chromed slide are best. I find that Brass is a nice weight for getting the slide onto the strings but not too much fret noise - I can just slap a brass slide on and not worry. Lighter or heavier (I've got a great big ceramic thing), I find I have to concentrate on pressing harder or softer too much - but I do get used to it after a while.
As to which finger - whatever feels good. My standard is the little finger, because that gives me the most fingers for fretting - and I've used it that way ever since the early 80s. But I do use ring finger as well sometimes.
Listen to or watch (youtube) Rory - there's a LOT of slide overdubs on Top Priority, for example, and live footage of Mississippi Sheikhs and Brute Force & Ignorance are stunning. Watching him in the 80s made me realise slide is a LOT easier than it seems. You can get too precious about it, worrying about the extra noise etc. Just go for it, play a lot, revel in the funny noises, and
look for tones that turn you on personally.
I read a Duane Allman bio (Skydog), and apparently that's what he did. He was looking for a sound, and heard about slide. He got a slide and then spent weeks wandering round the house just playing slide guitar. When you find tones that grab you, you'll be able to "say stuff" with them, and everyone listening goes "hey that's cool, wish I could do that". Oh, if you haven't come across it, The Allman Brothers At The Filmore East, WOW WOW WOW. Just listen to the opener, Statesboro Blues - that's some serious slide tone. There's loads more slide on that album, but that's the one that sticks out for lead stuff.
On the guitar itself, maybe raise the action slightly. Rory used to raise the saddle on just the high E on a strat to aid playing slide in standard tuning - I tried that, and yes, it seemed to help a bit... NO IDEA WHY THOUGH!!!
Finally, do check out open G and D tunings. The crazy rock n roll slide stuff Rory did (Bullfrog, In Your Town, Souped Up Ford) are all on a "G" tuning. His was actually tuned up to A and then a capo slapped on - but it's the G shape: DGDGBD. When I was learning it was easier to play slide chords and find licks. But once you're getting happy on it, the middle strings --DGB- are exactly the same as standard tuning, so suddenly you find you can play slide in standard. Also, with the (low) 6th string taken off, that's Keef's guitar - Brown Sugar, etc sound fabulous when you tune the geetar right!
But, yep, have FUN. There is something about slide guitar - sounds like it's just grabbed you. I found that just a bit of practice, getting over the initial hurdles, and suddenly EVERYONE seems impressed by really simple stuff, even the other guitarists in the room!!
