This comes up to personal preference. However, if you want to play chords or licks for instance, it’s better to use your pinky finger to use the slide. This leaves the other fingers free to play the strings as you normally would. However, using your middle finger or ring finger is a good way to start with. Just remember that the finger you choose depends on your playing style and whatever feels best for you. Make sure that the guitar slide fits your finger and doesn’t feel too loose or tight.