At the beginning of Chapter 3, Slim mentions to George that he hardly ever sees two workers traveling together. He then says that it seems funny that a smart guy like George travels around with a cuckoo like Lennie. George defends Lennie by telling Slim that Lennie isn't cuckoo. George then mentions that he and Lennie were both born in Auburn. George tells Slim that he knew Lennie's aunt, Clara. Aunt Clara raised Lennie, and when she died, Lennie began following George around. Lennie also began working with George and he got used to having him around. George and Lennie have been traveling and working together ever since. As George continues to talk to Slim, he tells Slim that he doesn't have any family. Having Lennie around gives George a companion and someone to talk to. George then discloses what happened in Weed to Slim.
According to George, he and Lennie ended up travelling together as companions because of their shared background and history. This is something that he reveals to Slim when they chat together in the bunkhouse whilst Lennie is busy petting one of Slim's dogs. Note what George tells Slim about their shared past:
Him and me was both born in Auburn. I knowed his Aunt Clara. She took him when he was a baby and raised him up. When his Aunt Clara died, Lennie just came along with me out workin'. Got kind of used to each other after a while.
Lennie and George have therefore ended up together because of the way that they grew up together and George's relationship with Lennie's Aunt Clara. Lennie is above all a helpless figure, more of a child than a man, and so it would have been clear to George that if he didn't look after Lennie, nobody would. This is why they ended up travelling around together with George adopting the curious role of parent to Lennie, even though Lennie is so much physically larger than George. Slim is not the only character to comment on the fact that very few itinerant workers travel together. It is clear that Lennie's helplessness and inability to survive by himself is a key factor in their companionship.