How would someone transition from the business sector to academic research?
Is there a general way to transition to research after undergraduate study


Usually the general way to transition to research is to do research under the supervision of an experienced researcher. (Either within the context of graduate school, or outside it.)


  are there any particular mental tools that I should acquire that would be in my best interest for research


Yes, there are many, and they vary by discipline. You would learn what tools you need for your particular research and develop those tools by conducting research under supervision of someone more experienced in doing research in your field.