How can I ease in to the research arena?
Find an advisor and shadow them. 

With the help of an advisor find a problem that interests you. Plug away constantly and incessantly on that problem. Read a lot of related work. When you get some results decide, along with your advisor, what to do with them? Paper? Thesis? Repeat as necessary.

Once you have some success, replace/augment the advisor with other colleagues. Repeat. 

It is actually what about 90% (maybe more) of grad students do. There are a few that don't need the advisor, but I've not met any of them. The advisor is at least good as a sounding board.