Welcome to the great fun of playing the slide whistle! As with any instrument, there are some simple and satisfying things you'll be able to do on the slide whistle right away, and with practice you'll be able to do more and more.
A couple of general pointers as you start: Be gentle in moving the metal slide in and out of the whistle. Twisting or yanking it could damage it and make the whistle unplayable. Don't blow too hard when playing the whistle; it will just shriek and squeak instead of making a sweet sound.
To begin, try playing your slide whistle with this rhyme:
Teach the rhyme, line by line, having your child/children echo back. Then have the children say the rhyme with you, everybody starting in a squatting position. Whenever you say "up," have them stand up, and whenever you say "down" have them squat back down. At the end, for the "half way up" part, crouch between a squat and standing. Once the children know the words, add the slide whistle—just leave out the words "up," "down," and "halfway up," and substitute a sliding note in the appropriate direction.
Look for other songs/rhymes/stories with "up–down, low–high" phrases. For example, "Jack and Jill," "Hickory Dickory Dock," and "Eency Weency Spider."
For playing songs or tunes, start with the metal "plunger" about half way out. This gives you room to move in either direction, depending on where the melody goes. You'll also find that the farther in the plunger is, the closer the notes are to each other. This makes it easier to play melodies accurately because you don't have to slide as long a way between notes.
At first, pick simple, familiar songs or tunes, like "Twinkle, Twinkle, Little Star," "Are You Sleeping, Brother John?," "Hot Cross Buns," or "Row, Row, Row Your Boat." (When you've practiced for a while, you can graduate to Beethoven's Fifth Symphony, Rimsky-Korsikov's "Flight of the Bumblebee," and others like them!)
Try playing duets with someone who plays guitar, autoharp, or piano! Or even try playing harmony with another slide whistle!
Most of all, have fun with your slide whistle!