Concerning ornaments (dynamic, expressive and tempo indications are a different case) I think you should try to look at them and train yourself to play them as they are written and by this I mean that you should train to
see them as very useful abbreviations, as composers do to write down their music faster
elements of style, that can be interpreted differently depending on the period, the instrument, your playing abilities
mnemonics that you can add or suppress at will at sight reading
elements of a language meant in certain case as tools for the virtuoso
know that their translation in term of precise music played by your fingers depends on the context. The speed of a turn or an ascent, and its proportion and position, especially for a long note is not always simple to decide. The decision to take into accounts preceding accidentals, check if some aspects of ornaments have been chosen by the editors.
So, you should be able to mentally say and execute: "I play this note with a turn, with a mordant, with a grupetto, ..." also look at a baroque piece with few or no ornaments and add some of them. In Bach French Suites and some of the editions of the Inventions, you can find ornamented and non-ornamented versions of some of the pieces. It is very profitable to look at them.
And if you plan to know really a piece, I would advise not to schedule their study to after you have already learnt the parts.
For staccato, and other toucher indications, this is something that I usually first study when I play the hands together. When I first try to play a piece, I use the most legato possible way as a first approach to fingering.
For tempo, volume and this kind of indication, I prefer not to memorize them first. I usually make a little sketch on paper or a mental map of where they are placed and I try to apply them in a second phase, marking places where I tend not to follow them, etc. This is a phase where I usually need to have people listen to my playing (teacher, family, myself by recording, etc.)