Question: Got a bike 3 weeks ago. It now slips gears WITHOUT shifting. only slipping when I pedal hard or uphill.. It shifts good. I weigh 250lbs.

edit: with a new derailleur

Answer: 
Even if a derailleur appears to shift well, it could be out of adjustment. My shifter cable recently snapped and I replaced it. I put on a new one, and after adjusting it to the point of the shifting being "good", there was still some skipping when pedaling up a steep hill; some finer adjusting took care of it (while also improving the shifting from "good" to "excellent").

You mention that the derailleur is new, which suggests that the bicycle isn't. A used bicycle can have a worn out drive-train.

If the chain slips on the cogs, a new derailleur won't fix it. If the chain is slipping on the rear cassette, both the chain and cog need to be replaced. If it skips on the front, then the chain and front rings will have to be replaced, and likely the rear cassette also (because the new chain will quite possibly skip on the **new** one).

A second-hand bicycle doesn't have to appear to be well-used to need drive train component replacements. A bike that is used daily for year-round daily commuting can need a new cassette and chain well before it's two years old, especially with lower-end components, even if kept clean and well-maintained.
I'm guessing that this is a used bike as you specifically point out it has a new derailleur.

The most likely cause is worn chain and sprockets. When you pedal hard you are literally pulling the chain off of the sprocket teeth. A new derailleur won't do anything to fix this.

Another possibility of ghost shifting - where the chain moves between sprockets on its own, but that feels different than the chain slipping.

Check the wear on the chain and cassette sprockets. A $10 chain wear gauge is a good investment. Sprocket wear can be assessed visually.