OSHA says in 1910.184(d) that each day before being used, the sling and all fastenings and attachments shall be inspected for damage or defects by a competent person designated by the employer. Unfortunately, OSHA does not go into much detail about how the inspection should take place and what you should look for. You may find it helpful to talk to your sling supplier for an inspection sheet.
OSHA’s regulations do not require you to document the daily inspection of slings, ropes, and cables that are covered by OSHA’s 1910.184 Sling standard. However, it may be a good practice to document the activity so you can prove inspections are taking place, but OSHA does not seem to require this.
OSHA does require that you keep a record of periodic inspections of alloy steel chain slings (See 1910.184(e)(3)(ii)).