Users like to feel a sense of accomplishment. Use a progress bar or notifications that show how close to completion a user is when scrolling through a slider (there’s a reason those dots to indicate the number of slides is so popular) or tell users how far they have come.
Progress indicators are particularly important when users are providing information to you as well. How complete is a form? The answer lets a user know how much time and commitment they have invested with your design. And people like success.
Admit it, you watch how long a download takes every time you click something … that’s because you want to know how much longer it will take. That’s a progress indicator.