I'm currently try to land a kerbal without a spacecraft on gilly, but I just keep sliding around. Is this an effect of the low gravity, or the fact that there is no friction?
KSP models friction. What you're running into is the challenge posed by Gilly's extremely low gravity and high rate of rotation:
Landing on Gilly is challenging due to its very low mass, steep slopes, and highly eccentric orbit, making it very easy to overthrust engines or send a spacecraft tumbling. Gilly's odd shape and fast rotation give the surface near the peaks an apparent velocity near 5 m/s.
Unless you're really skilled at velocity matching without instruments, your kerbal is likely to be thrown off their feet as soon as they "stand" on Gilly's surface. It is by no means impossible though, once you understand the (Coriolis) forces you're up against.
There is ground friction in KSP, but it is quite a lot lower than one would expect in real-life. It feels a bit like all grounds are modeled to behave like flat concrete plains instead of rough natural rocks or soil.
On low gravity worlds this problem is more apparent, because in the physics engine used by KSP, ground friction is proportional to the force with which the object is pressed onto the ground (which is realistic). That means that lower gravity results in even lower friction.
To safely land on a low-gravity world, try to touch down as vertical as possible. When you are still sliding, you can try to stop using your RCS thrusters. Thrust down onto the surface to increase your friction and/or thrust sideways to counter the movement.