Two-dimensional (2D) van der Waals (vdW) sliding ferroelectric materials can reverse their out-of-plane ferroelectric polarization through interlayer sliding, a process characterized by low energy barriers, fast response kinetics, and robust stability at room temperature. These materials are promising candidates for low-power and ultra-high-density spintronic devices in the post-Moore era. Assembling sliding ferroelectrics and magnetic materials into 2D vdW heterostructures is an ideal route to realizing strong magnetoelectric coupling. Nevertheless, the underlying physical mechanism for manipulating 2D magnetism via sliding ferroelectricity still lacks a comprehensive theoretical explanation. In this work, we perform first-principles calculations on FeCl₂/GaSe multiferroic heterostructures to systematically investigate how ferroelectric polarization reversal, triggered by interlayer sliding, governs the 2D magnetism and electronic structures, and to elucidate the underlying physical origins. The calculated results show that interlayer sliding can achieve ferroelectric polarization reversal, with the polarization Pz varying from -2.17 pC/m (Structure_1) to 2.25 pC/m (Structure_7). The sliding process has minimal effects on the vdW spacing, bond lengths, and the magnetic moments of Fe ions; however, it can drive a metal-semiconductor transition in our FeCl₂/GaSe heterostructures. Moreover, interlayer sliding can induce the magnetic ground state of our 2D system to switch between two different antiferromagnetic orders, AFM4 and AFM1, and effectively manipulate the strengths of the Fe-Cl-Fe superexchange interactions and exchange couplings. The intralayer antiferromagnetic interaction remains dominant, while the interlayer exchange coupling parameter J_c also show antiferromagnetic behaviors. This is mainly attributable to reinforced charge redistribution and enhanced orbital hybridization at the vdW interface. Furthermore, the magnetic easy axis remains perpendicular to the surface of the 2D heterostructure. The magnetic anisotropy energy increases from -0.20 meV to -0.92 meV, which significantly enhances the thermal stability of magnetic domains and effectively suppresses thermal fluctuations. This work confirms that the interlayer sliding can efficiently and reversibly manipulate the 2D magnetism in FeCl₂/GaSe heterostructure. We also revealed the microscopic mechanism underlying this manipulation, which provides a solid theoretical foundation for the design of high-performance spintronic devices with strong magnetoelectric coupling and low-power multistate memory devices for the post-Moore era.