Yes, and it will go on for at least a year, until you get used to your new situation. If you are starting a maters, your mentality will change more slowly, since your general situation won’t change. If you are doing a non-thesis masters, you may have to force yourself into a more mature mentality, since things won’t change all that much, externally, but faculty will expect more maturity, more initiative, and more engagement. If you are doing a thesis masters, you will be spending a lot of time doing stuff which is very different than undergraduate stuff, and so the mentality shift will be easier.
In short, it’s very normal, and it will change.