I have a hat pattern done with circular needles and it says to not turn work but slide sts to right-hand needle to work another RS row. It makes absolutely no sense to me. Can anyone help?
Yes. It sounds like this is knit flat rather than in the round. You are using a circular needle so you can work from each end. Do the first (or whatever row it is) row like it says. When you finish a row you have all the stitches on the tip of the needle that is in your right hand. Normally you turn the work (by exchanging the needle tips in your hands so that the stitches are now near the tip of the needle in your left hand, ready to work), but don't do that. Instead slide all of the stitch loops on the needle to other end of the circular needle. (If you have ever done an I-cord, it is like what you do for that.) At this point the working yarn you were just using is at the wrong end of the line of stitches. That is what they intend. You will join a new yarn and start working another RS row in the same direction you worked the last one.
There are probably different reasons to use this technique, one can be to work in stripes of color. Just do exactly what they tell you and it should all come out as intended even though it seems weird until you see what is going on.