I like Tony Mason’s answer, and I’ve upvoted it. To all the other answers I would add not quite a skill, but a characteristic:
Persistence.
You’ll be working on research problems for an extended period, possibly several years. It won’t be like solving homework problems. There will surely be many frustrating times. You’ll almost certainly go through periods where you’re on the verge of quitting. You will need to work through these low times, keeping your eye on the prize.
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