The Python tutorial talks about it (scroll down a bit until you get to the part about slicing).
The ASCII art diagram in the tutorial is helpful too for remembering how slices work:
+---+---+---+---+---+---+
| P | y | t | h | o | n |
+---+---+---+---+---+---+
0 1 2 3 4 5
6
-6 -5 -4 -3 -2 -1
One way to remember how slices work is to think of the indices as pointing between characters, with the left edge of the first character numbered 0. Then the right edge of the last character of a string of n characters has index n.