Hello,
To extend the excellent point above about slim having a better connotation than thin in regards to people. I would also add that, both the words may be used in other contexts in different ways too.
So thin is used as a description of an unhealthy level of bodyweight. In probability we would say, there is a slim chance of winning (not a thin chance of winning). Talking about objects, we would not normally say it is slim, normally we would say it is thin, like a thin paintbrush or a thin piece of paper. There are always exceptions, but normally this is the case. Thin is also used in other contexts, like weather, we would say, at the top of a mountain, the atmosphere is thin.
So in addition to the human the uses for humans, one implying that someone is of a healthy weight (slim), and the other implying someone is underweight (thin), there are also a range of other contexts in which these words differ.
I hope this helps,
Best regards,
Shaun.