All these answers about heat and sound are wrong.
In a theoretical, ideal scenario, momentum is conserved and simply transferred between objects in a system. In our case, our system includes you, the slide, and the rest of the earth. So when stopping yourself, your momentum is being transferred first to the slide and subsequently to the whole earth. In this ideal scenario, this is no different from just landing from a jump.
Because real life is messy, *some* of this momentum is lost due to heat and sound. Only some, though. Most of the momentum is just transferred to the earth, but since the earth is relatively ginormous, this has no measurable effect.
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