"Vertex Data Detected" - Dynamic Topology (Dynotopo Warning) When I try to sculpt in sculpt mode using dynamic topology, I get a message saying there is "vertex data detected." Despite this, I try to sculpt, but the details don't refine as I get closer to the model.

There was another post on another website about this same issue and someone responded "Properties panel / object data, see if you have something and delete it. Can be vertex colors, vertex-groups, UV's, simply select and delete it," to which the author of the post responded 'thats exactly what I was looking for.' I don't know how to access the settings for vertex colors, etc.

Besides that issue, when I exit sculpt mode and come back, the dynamic topology setting is off. Is there any way to keep it on consistently? 

Please explain in simple terms. I still have yet to learn Blender jargon.

Thank you in advance.
The default cube comes with a UV map (so if you want to apply a texture you're already halfway there) which is what's upsetting Dyntopo. Click on the "Object Data Properties" tab (the green triangle, third from the bottom on the right), then unfold "UV Maps" and click the minus symbol on the right. Dyntopo will no longer complain when it starts, or switch off when you change editing modes.