Sorry to hear you had a bit of a shake-up in your SLK today. It sounds like the MB dealer discussed some of the potential issues with you.
I know that the weather we've been having here in the UK Midlands recently has been somewhat 'mixed'... i.e. some sunny/dry spells, and also various damp/very wet spells too. This can often result in slippery road surfaces, especially on roundabouts where just a little oil/diesel on the surface can make it very
slick, particularly when there's also some rain/water too (even if it's only a drizzle, or something that's left from an earlier rain shower).
Also, I know that you've been driving cars for a long time, but how many of the cars you've driven before were rear wheel drive? The handling of a rear wheel drive car, particularly under moderate to heavy acceleration, is very different to front wheel drive cars. If you are relatively new to rear wheel drive cars, I can recommend doing a 'skid' driving experience, as I know that I found that useful when I did one some time ago.
It's also worth checking your tyre pressures regularly too, as loss of pressure can be dangerous and affect the handling significantly too.
Finally, the only other thing I can suggest to check is that if you have an auto gearbox, to make sure that it's in 'C' mode most of the time, rather than 'S' mode (C is for comfort and economy, and S is for a sportier response and gear-change).
I'm sure there will be others with more experience than me along soon to offer more advice too...
I hope it hasn't affected the enjoyment of driving your SLK!