A PhD is a postgraduate course. You can try to get in straight after your undergraduate but it is very difficult as I’ve stated. In most cases it’s experience that is being looked for so they can see you have a good clear idea of what will be required of you during your training and career.
To be clear, I can neither persuade nor dissuade you from such a career as I have no experience of it. My girlfriend is currently in final year of her psychology undergraduate and she wishes to go into clinical so I get all my information from her as regards this topic.
What I would recommend however, is a book called “Skeleton Cupboard” by Tanya Byron. It’s a book I bought my girlfriend written by a clinical psychologist about her experiences in training and qualifying. Quite a few things learnt from that book, she really enjoyed it so perhaps it could help you out.