There are multiple textual examples from Steinbeck's novel Of Mice and Men that support the fact that Slim was the only person who understood why George had to kill Lennie.

First, when Slim approaches George at the pond, shortly after George shot Lennie, Slim comes over to George and sits down next to him. Not only does Slim sit down next to George, Slim sits down very closely to George.

Slim came directly to George and sat down beside him, sat very close to him.

Right after sitting down next to George, Slim states the fact that George simply had to kill Lennie. Slim states:

“Never you mind,” said Slim. “A guy got to sometimes.”

Both Slim's physical action (sitting close to George) and his statement show that he is sympathizing with George.

After George tells Carlson that he killed Lennie, Slim notices George's hand twitching (the hand holding the gun). Slim tells George that he and George need to go get a drink. Slim does not invite anyone else; instead, he makes it obvious (to the reader) that he wants to be alone with George to comfort him.

“Come on, George. Me an’ you’ll go in an’
get a drink.”

When George and Slim rise to go back to the bunk house, Slim gives George his final statement of understanding.

“You hadda, George. I swear you hadda. Come on with me.”

The final quote that shows the fact that only Slim understands George is the final statement of the novel, spoken by Carlson.

“Now what the hell ya suppose is eatin’ them two guys?”

Carlson does not understand anything about why George is feeling like he is. Therefore, he, in no way, could understand George's feelings.

Based upon what Slim says and does, Slim is the only one who understands George.

At the end of the novel, Slim and George are left together. Slim utters a very simple phrase, "you hadda." We can interpret this to mean that Slim said that George had to do this. Slim understood that if George had not killed Lennie, Curley was going to. Curley would have made Lennie suffer, his rage over his wife's death was very strong, and legitimately so.

Slim's words were almost unspoken, but the gesture of understanding was something George desperately needed after killing his best friend out of compassion. Few people have the power to do such a thing, and Slim recognized this in George and gave him credit for it by just being there.