Why does White make this move and not the other move first, how would black react. Computers and databases are useful but try to work it out yourself first.
Keep in mind move order subtleties can be extremely complex even if they look straightforward enough. Many grandmasters have had made a mess of move orders or been "move ordered" into a bad position (to "move order" someone - when used as a verb like this - means to make a slight change to the normal move order hoping the opponent will not understand what they should do and make themselves worse).
You don't need to fret too much about understanding all possible move orders and all their nuances or you will be there forever.
Move orders matter, and memorizing is bad because you may make a "remembered move" in similar looking but strategically different position.
Started reading "Chess Openings for Black, Explained", and in the Nimzo-Indian, depending on what white plays, the repertoire chooses, as Black's fourth move, one of b6, Nc6, d5, c5 or 0-0 (and h6 and Bxc3+, but those are almost forced and easy to remember, although, to be sure, the Nimzo Bishop sometimes also withdraws in some lines ). These moves get made in many different orders. The repertoire is supposedly designed for ease of study (e.g., 4. Qc2 Nc6 was chosen since that is similar to the Bogo-Indian part of the repertoire), but the following snippet of the repertoire does not match the claimed uniformity. This part of the repertoire after (1. d4 Nf6 2. c4 e6 3. Nc3 Bb4):
4. e3 b6
4. Qc2 Nc6
4. f3 d5
4. Bg5 h6
4. a3 Bxc3+
4. g3 c5
4. Bd2 0-0
4. Qb3 c5
Maybe one approach is to study the positions as suggestions. In actual game, we will depart from it. When bad things happen, game analysis might reveal why the suggestion was good, and that may stick in memory better.
Any suggestions on studying move order subtleties? No shortcuts would really work if they bypass understanding, so I suppose I am asking how you build that understanding.