The slide switch will connect the battery power to the electronics and play the "Importing preferences ..." sound effect. The lights should flicker randomly.
You will want to hold your palm up at about a 90° angle and hold it when you start to hear the power up sound. If you keep holding your palm in that position, the blast will happen after the power up is finished. Sometimes this will be short and sometimes long, the power up sounds are random to mix things up.
If you move your palm out of position before the power up is finished, the glove will play the power down sequence rather than firing.
As cool as it is to blast people with the glove, things can get awkward when raising your hand at a panel or giving someone a high five. For this reason you can press the small button to disable the sensor so that the palm just flickers and will not shoot. Press the button again and it will rearm the sensor and let you shoot the blast as usual.
The battery should last you for most of the day, but it will need to be recharged. Thankfully the Adafruit Feather has a built in charger via the same USB port that you used to program it with. Simply connect it to any 5V power outlet and charge just like your cellphone.