The story
From slide + -er. The meaning "small hamburger" was originally used to describe onion-steamed small burgers at White Castle restaurants, formerly spelt "Slyder". Regarding the senses about control devices or widgets: physical sliders (potentiometers serving as rheostats) predate virtual ones (elements in graphical user interfaces), and the virtual ones are so named because their concept is the abstraction of the physical ones; if more explanation on that topic is needed, it is available in the Wikipedia articles on skeuomorphs, icons, and the desktop metaphor.
Etymology from Wiktionary, CC BY-SA 4.0.