The first thing you have to wrap your head around is that being invisible is not abnormal. Sure it's what you'd expect from Slendy and friends, but there's a reason for that. Slenders steals people with psychic potential. He snaps them up like toffee popcorn, mucks about their heads, tweaking this, trimming that, and then he uses them to glorify himself... to spread himself to even more people.
You were "chosen" because you are highly intelligent, creative, and/or psychically gifted. As I'm pretty sure all three are connected, even if you don't feel you meet all of these qualifications, making yourself invisible is something some, if not all, of us can do. If you are able to master this talent, it could prove invaluable for avoiding proxies should you choose to stand your ground. Or if you become a runner, it will keep a store clerk from breathing down your neck because he's well aware that the scruffy kid who doesn't look like she has two nickels to rub together has come to shoplift some food. (Not that I endorse shoplifting, but fact of life, everyone's got to eat.)
Slenders is not a physical entity. He does not use invisibility unless it is borrowed from those he has subjugated. He doesn't technically need to. When he wishes to go about unseen, he can simply drop some of the matter he's carrying and go back to being incorporeal.
Invisibility is a bit of a misnomer. If you master this skill, you are more accurately telling people "move along, nothing to see here." They are still aware of you on a subconscious level, but unless you walk right up to them and say "boo!" they will more or less not acknowledge you. This varies from person to person, as not everyone is equally psychically endowed. Those who are generally more aware of their surroundings (Pink Floyd's "amazing powers of observation") are more likely to notice you. A good rule of thumb to follow though, when you are putting out your "I'm not here" vibe, try to avoid calling attention to yourself so that those who could notice you are not startled into awareness. They'll be more likely to notice you in the future after that.
Now, to the technique. We are all connected to everything around us, but we very rarely notice it. In fact, most humans are completely cut off from consciously noticing this connection. Call it the akashic records, nirvana, existing in the now, following the tao, whatever you like, but it amounts to accepting your small place in the tapestry of existence, essentially fading into the background by identifying with it. Humans tend to have telescopic vision, focusing on a very small portion of reality as it pertains to them, personally. So with that mindset it is extremely easy to overlook something in the background.
Sometimes the act of becoming invisible is instinctive. Ever felt like you were being ignored by absolutely everyone? Chances are you've gone invisible without noticing. For the purposes of learning how to become invisible, or using any psychic gift really, I cannot stress enough the advantage of knowing how to meditate. Invisibility is very much a state of mind. Just as some meditation relies on the repetition of sounds, if you examine your invisible state, you may notice a low hum in your head (or sometimes a high pitched whine depending upon your state of mind). If you are able to notice this lower tone, you may be able to use it in the future to replicate your invisible state, thus skipping a lot of the effort needed to make your invisibility a conscious choice.
Another technique to use when attempting to become invisible is "syncing." This is more on par with what I was first trying to convey... that we are all connected. Syncing means that you connect yourself to another living entity psychically and blanket yourself in their EM field. If you use this technique with people, I suggest only trying it with those who you know very well and who would not object to the connection. This is also something which only someone who is empathically or telepathically gifted should attempt. There can be a mental "bleed" between two people linked in this way- them picking up your anxiety or you picking up whatever they are feeling. It almost guarantees a panic scenario if one or both of you are startled by something unless you are able to shield your mind from the impressions of your partner.
A third technique also uses syncing, but with plants and animals. With animals, you have the same drawbacks as you do with people, namely instincts will kick you both in the gut if you are startled while synced. With plants, there is less of a chance of negative psychic feedback, but you must be a high functioning empath to pull it off and plants have a tendency to be too calm. What you see as a threat won't phase them, and so your reaction time may be slowed down if you are discovered. Still, plants are more highly aware of their environment than animals and will be the first to know if there is as something alien in their midst, like Slenders.
Again, you are not actually invisible. It would be better to say that you are unnoticed. When done properly, it should feel as though you are maintaining two separate consciousnesses... one controls your invisibility while the other directs your course. They should be very distinctly separate from one another to ensure that you remain invisible as long as you need to be, despite your emotional state. It is akin to lucid dreaming... but in real time.
Now to go back to my suggestion concerning meditation. This is twofold. In the first case, meditation allows you to jump to different mental states, connecting not only with a calmer, more centered part of the mind, but also allowing you access to mental functions which some have called miraculous. The Tibetan Lamas consider this a fallacious pursuit on the route to nirvana, but there are many mental skills available to those who delve into the mysteries of their own minds... bilocation, heightened endurance and strength, immunity to the elements, etc.
Actually teaching anyone how to achieve invisibility is a difficult process as technique is a matter of innate ability and choice. I would suggest you learn at least the rudiments of meditation first and from there begin to expand your consciousness to the wider world, rather than contracting it to the nothingness which is the normal goal of meditation. Explore the contours of the space in which you are meditating until you know them intimately, and then attempt to blend your consciousness with them. When you are comfortable with this, move on to maintaining such connections with your environment outside of your meditative space. Continue to practice in a variety of situations to ensure that you can maintain this invisibility even under duress.
So long as you maintain this level of awareness, you should remain unnoticed by almost everyone. I say almost everyone because there's always going to be people who are psychically gifted enough to see through your invisibility. Just as there are people who can see ghosts. Even Slendy's converts should for the most part be ignorant of you, provided they're not gifted with clairvoyance. It's unlikely you'd fool Him in a direct confrontation though. So use this ability judiciously, or he will choose hunters who cannot be blinded by this little trick.