It's good that you are interested in non-standard English and want to expand your informal vocabulary.

Some words of warning, though, about slang in general:

http://www.italki.com/discussion/86394

and the Urban Dictionary in particular:

http://www.italki.com/question/278160

What you have to understand about the Urban Dictionary is that it isn't actually a language reference source.  It's a site where mainly boys in their late teens have fun being as silly and rude as possible.

It can be useful occasionally, if you come across a non-standard usage of a word or phrase, and you want to check whether it can be used with a particular meaning in an informal context. But please don't try to learn anything from this site.

What you have to realise is that the majority of the meanings described there don't actually exist. And many of the meanings which do exist are only used by a tiny group of people. T.U.D. is funny, but it isn't really a dictionary. Whatever you read there 'take it with a pinch of salt'.

Be <em>very</em> careful about trusting Urban Dictionary. A lot of the entires are not accurate or they're very regional. Be warned that people in films, particularly action films, use much coarser language than is common in real life. Slang is also often age-specific, so slang that's popular among high school students might not be understood by someone twenty years older.

For US regional vocabulary, this is an interesting (and reliable) site: http://www.daredictionary.com/

Sure, start with having a look at the Urban Dictionary,but be careful because some slang words are very very rude and you don't want people to think bad things about you if you use them incorrectly or in the wrong situations!

I am very much interested in a Finnish/English exchange, and would be only too happy to share what knowledge of idoms and colloquialisms I posess. Let me know if this would be something of interest to you :)

Voi hyvin

Well, you would use the slang you know only with certain people. With that in mind, if you want to use slang then find out what your native-English-speaking friends will say with you.  Yes, this means them being relaxed enough with you to use slang for real, and not teach you a few phrases as a joke.

My point is, slang doesn't travel well. Of course, I understand slang expressions such as the greeting "whassup", but I don't use it. It's passive vocabulary. It's actually odd for someone to greet me with "whassup" (which is what some learners do)... why does that person think I'd speak like that? :)