Technically, anything that will hold it's kicker-shape and remain sturdy under your weight would work. As such, any materials that you can get your hands on that fit these specifications work well.
However, if you were to be building it all from scratch, and you feel like using a uniform process, head over to the lumber yard and pick out some wood. For the frame itself, use regular 2x4 lumber. For the actual kicker part, use plywood. I'd go with 1/2" to 3/4" thick plywood, as it's much sturdier than others. Also, make sure you brace the plywood underneath, so as to prevent warping. Lastly, I wouldn't nail any of this together. Use a combination of screws and bolts. Not only are they sturdier, but allow for the project to be disassembled if for some reason you would need to do so.
As for the sliding material, a surefire way to slide in the summer is by using astro-turf. Another supplement is to use the orange construction fencing, however turf is a better option. Cover the turf with dish soap, and wet it a little, and you'll be sliding in no time!
