Also. what is said to the narrator of Fight Club during a dream sequence. It is stated twice, once by a penguin and again by Marla Singer who are featured at the end of the narrator's guided meditation session, when those being guided are supposed to see their power animal. The first time, it is quite obvious that the penguin is to be his power animal. The second time, however, Marla is where the narrator's power animal should be, illustrating the narrator's preoccupation with her.

The statement itself is probably a reference to the narrator's gradually declining mental health. By sliding, both the penguin and Marla are suggesting that he let go of reality and enter into his own delusions. Following this train of thought, this could be the moment when the narrator actually snaps, the therapy sessions that he sought for comfort actual cause his downfall, and depending on who you talk to, his resurrection.

In the script of Fight Club, this scene is much more detailed, with the narrator and the penguin sliding through museums and other fanciful illusions. To quote the book by Chuck Palahniuk:
"Ice covered the floor of the cave, and the penguin said, slide. Without any effort, we slid through tunnels and galleries."
And it all starts after this moment. Enter Tyler Durden.