Use your marker to draw the shape o f a star onto your white felt in one corner. Cut the corner out and then carefully cut out the star. Set it aside for later.
Apply a dot of hot glue in the center of your wooden slide and press the center bottom of your pinecone down there, oriented so the wider end is the bottom and the smaller tapered end is the top, just like the shape of a Christmas tree.
Choose two points on your star to be the bottom two and apply hot glue. Press these carefully into the top of your pinecone so the star sits right on the top point of the tree just like a classic Christmas tree.