How does Slim react to the fact that George and Lennie travel together?

Slim shows curiosity about the fact that George and Lennie travel together. 

"It jus' seems kinda funny a cuckoo like him and a smart little guy like you travelin' together."

This is mainly intended to show that George and Slim are developing a cordial relationship and to provide an opportunity for Steinbeck to explain in the form of dialogue how the partnership between George and Lennie developed.

"Him and me was both born in Auburn. I knowed his Aunt Clara. She took him when he was a baby and raised him up. When his Aunt Clara died, Lennie just come along with me out workin'. Got kinda used to each other after a little while."

This explanation to Slim is mainly intended as exposition to the reader and to the future audience for the stage version of the story Steinbeck which intended to write immediately. He called the book "a playable novel." He wrote it in such a way that the exposition is conveyed in dialogue, as in a stage play. This made it extremely easy to convert the novel to a play. It had to be done quickly because both the book and the play came out in the same years, 1937.

George sounds defensive and apologetic about making friends with a "cuckoo" and planning to share a farm with him. When Slim says:

"Funny how you an' him string along together."

"What's funny about it?" George demanded defensively.

George is defensive because he has been asked about this and kidded about this before. Some students have asked if George and Lennie are gay. George wants tp make it clear that he has to look after Lennie because he promised Aunt Clara he would do so. Nevertheless, it seems "funny" that two men would be sharing a farm together. Steinbeck had to have two men sharing the dream because, although it would be more natural for a man and a woman to have such a dream, the author is writing about the hard lot of migrant farm workers. Women couldn't do the hard work and couldn't live in bunk houses with a bunch of men. So Steinbeck created two male bindlestiffs and made one of them retarded to account for their relationship. George has to look after Lennie and get Lennie jobs. Having two protagonists makes it easy for Stainbeck to convey expository information through dialogue, because the two men naturally talk to each other about all sort of subjects, past, present, and future. The structure of the novel can only be understood in light of the fact that it was "playable," i.e., intended to be swiftly converted into a stage play without any major changes.

Much of the dialogue throughout the entire short novel is invented to convey expository information to the reader and the future stage audience. Steinbeck does this adroitly because one of his major strengths as a writer was his dialogue-writing. This can be seen to even better advantage in his best novel The Grapes of Wrath, in which he deals with a whole family trying to make their way from Oklahoma to California in an unreliable jalopy.