We study the Hausdorff dimension and the pointwise dimension of measures that are not necessarily ergodic. In particular, for conformal expanding maps and hyperbolic diffeomorphisms on surfaces we establish explicit formulas for the pointwise dimension of an arbitrary invariant measure in terms of the local entropy and of the Lyapunov exponents. These formulas are obtained with a direct approach, pertaining to the fundamentals of ergodic theory, which in particular does not require Pesin theory. This allows us to show, for those systems, that the Hausdorff dimension of a (non-ergodic) invariant measure is equal to the essential supremum of the Hausdorff dimensions of the measures in an ergodic decomposition. We also establish corresponding results for non-uniformly hyperbolic diffeomorphisms on surfaces, now using Pesin theory. To the best of our knowledge, the formula for the Hausdorff dimension of an invariant measure along an ergodic decomposition is new even in the case of uniformly hyperbolic dynamics.