A glissando is a slide from one note to another, signified by a wavy line connecting the two notes. All of the intervening diatonic or chromatic (depending on instrument and context) are heard, albeit very briefly.
A single grace note is played on the beat as is the first grace note of a complex ornament such as a doubling. Some complex ornaments, such as taorluath can be played starting or ending on the beat. Grace notes are typically played as short as possible by lifting the fingers quickly and a short distance off the chanter.
The trill is indicated by either a tr or a tr~~, with the ~ representing the length of the trill, above the staff. In Baroque music, the trill is sometimes indicated with a + (plus) sign above or below the note.