Whenever I've heard breeders speak of the "blue slip", it has usually referred to CFA registration. The blue slip is the actually paper you need to register Maggie. It will have some info that is important to CFA on it but also give you space to fill her fancy registered name. The blue slip can contain a pin number which is only made available if you purchased her with breeding rights.
I might be wrong here, but in order for the breeder to send you the individual kitten's blue slip, she first has to register the litter on her end. If the breeder was slow to do that and then CFA is slower to get the paperwork processed, that could be the hold up. Also, what sort of contract did you sign? Some breeders will only send the blue slip AFTER you send them proof of spay/neuter from your vet.
The blue slip is fun so you can register her fancy name. You would also need to register her via the blue slip if you planned on showing her in Premiership (which is the alter class) or Open (which is the class for intact breeding cats). That's probaby why she asked if you planned on showing her.
If Maggie is strictly a companion then you don't actually NEED the blue slip unless you want to save it as another proof of ownership but you probably have a contract/sales agreement to cover that. However, if you paid for a pedigreed, pure bred, REGISTERED Sphynx, then the breeder has an obligation to supply those papers.
