An uplifting Six Nations featuring wins over Italy and France ended with a 35-25 defeat by Ireland on Saturday.
Two quick Irish tries while the Scots had a man in the sin-bin proved costly.
"The top teams in the world simply don't have flat halves like we did. They don't come out and start slowly," Gray told BBC Scotland.
"I hope we can achieve that winning habit, and every time we take the field, we start with a bang."
Gray's second-half try in Dublin was one of 11 Scotland scored in the tournament, surpassing their previous best Six Nations tally of nine in 2000.
Their 25 points in defeat was the most they had managed in Dublin for 32 years, contributing to an overall haul of 122 from their five matches, the first time they had passed three figures in the Six Nations.
"I think there's been progress," added, Gray, echoing the sentiments of captain Greig Laidlaw and hooker Stuart McInally.
"Certainly, looking at last year's tournament, we didn't manage to win a game and this year we won two and came very close in two.
"We finished well and we'll take a lot of positives from the championship.
"We've always said that it's a talented group, it's a group that can do things and we're building towards something."
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Stuart Hogg, who scored a stunning solo try in Dublin, and Duncan Taylor, who enjoyed another strong outing after a brilliant individual try against France, have been nominated among 12 players for the Six Nations player of the tournament award.
England trio Billy Vunipola, Jonathan Joseph and Jack Nowell, Wales duo George North and Gareth Davies, Ireland's Jonathan Sexton and Conor Murray, France pair Guilhem Guirado and Virimi Vakatawa, and Italy captain Sergio Parisse are the others.

The profit included a 'write back' of £27m in impairment charges.
That means money which had been set aside to cover expected losses can now be released as loans performed better than expected.
These are the first performance figures the bank has published since a corporate reorganisation in 2015.
At that time the bank's parent company, RBS, split Ulster Bank's Irish operation into separate businesses, north and south of the border.
Richard Donnan, head of Ulster Bank in Northern Ireland, said the results also showed a 6% decline in operating costs from £154m to £145m.
"We still have work to do to manage our costs in order to grow our business in a sustainable way, but we have made significant progress on that front," he said.
"I am pleased that we have impairment write backs of £27m, driven by improved residential and commercial property market conditions."
In March, the bank said it would close nine of its 64 branches from October.
Ulster Bank is one of the big four local banks in Northern Ireland, employing about 2,200 staff.
In 2016 RBS, which is 72%-government owned, reported a £7bn annual loss.
Lock Richie Gray says Scotland can't afford flat periods and must start every game 'with a bang' if they are to develop into a world-class team.
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Ulster Bank in Northern Ireland made a 2016 pre-tax profit of £58m on a turnover of £176m.