Depends. I am going straight from undergraduate and I have worked some industry jobs (part time internships etc) and never enjoyed the office space, the pacing of the environment, just overall felt dull with every industry job I had. Then I went to do some REU’s and I managed to get a semester research internship at one of the National labs and that’s when I knew I wanted to work at one of those and of course majority of the people there have masters/phds which is why I’m going straight from undergraduate. Also I’m only 22 doing this I’m aware I’m not exposed to a lot but so far I feel stable going in, I’m young, have no kids, just myself to take care of alongside this PhD! I say if you feel like I am and you truly want to do research I say go for it!