As you slide down the plastic slide, electrons move from the plastic to you. Now you have extra electrons. Touch another person or an object (anything that isn't negatively charged by extra electrons) and ZAP! The electrons move from you to the other object. You get a shock.

When you rub against the slide, either electrons get rubbed off of it or off of you, and when the charge is enough, it sparks to equalize the charge . This spark has a current, of course, and therein is the shock. With the information that you have given me, there is no way to tell for sure whether the electrons come from you or from the slide. If you got some item that you knew had a negative or positive charge, you could drop it on the slide to see if the slide attracted or repelled it - repulsion means same charge, attraction means opposite charge. I don't know offhand where you could get such an item, but you might be able to read up about one.