Pre-requisites for joining Math Ph.D program

Question

I entered M.Sc. math course with a dream of doing Ph.D. My grades were really good in B.Sc. course and I got in really good college for M.Sc. course. I was under impression that my basics are really good and I can easily perform well in M.Sc. course too. But soon I realised, I was nowhere. Literally nowhere. B.Sc. program I had was very very easy. I didn't even read any rigorous proper reference book that time. To make you realise how worse situation was, I came to know about famous books like baby rudin during M.Sc. course from my class-mates. I realised that I am not having skills to develop/write proofs. The question papers used to be tough including new questions which were not discussed in class, and I used to get stuck while dealing with them. First year was very tough. I got some air of actual rigorous math and I realised I was not at all prepared for Ph.D program. I completed the M.Sc. course last year and was confused and worried about my Ph.D. plan. First thing I wanted to do is to clear my basics throughly well. I have started with baby rudin. Right now I am at middle of the book, about to complete chapter 7. It was some experience for me. It's first book I am reading so carefully, trying to understand every line, doing at least 15 exercices, spending long time on thinking about the problems and writing proofs on my own. There's still long way to go and I wanted your help for that. I still feel I lack serious research doing ability. I don't know what other qualities or habits I should start working on that will help me in Ph.D program. I haven't read many research articles. Where can I find such papers that requires knowledge covered in baby rudin or something of that level. I don't want to make same mistake again which I did during M.Sc. program, that entering the course without knowing what and how the course is and how you should be prepared for that. How can I prepare myself for Ph.D program? Your experiences, suggestions will be very helpful. Thank you.