1. Click anywhere on the slider to select that position or click and drag. Shift + click will adjust in increments of 1 unit.
2. The Density slider is disabled for brushes that do not make use of density.
3. The Stylus check box, when checked, will tie your drawing tablet pressure to the slider so that your pen pressure controls this. It is very common to use with opacity.

Also see the topic Docking and Undocking Paint Control Panels