Both the Classic Traveller and MegaTraveller Alien books were good at describing an alien mindset and the means to roleplay such. What it generally worked out to was 'play Vargr because everything else is really too weird'

And even the Vargr had such a different way of looking at things that it was a strain (the Vargr are the only convincing Chaotic society I've ever seen).
The GURPS Alien races book (I think; it might also be in Fantasy Races) has some good advice. When your character can give the same impact to 'They can't expect me to skip lunch!' as a human can to 'They can't expect me to give up my baby!', then you're on your way to exploring an alien mindset.
Stranger in a Strange Land is still one of the best books to explore this concept. Fantasy occassionally dips into this territory, esp. when dealing with the faerie realms.
Is there really anything that a strong mind can't handle barring fear and sensory overload
Certainly there is. There are going to be concepts that a human simply cannot accept, or concepts that are by themselves so poisonous to human intellect that they cause a person to go mad. Usually (for obvious reasons) in literature we see this by inference. There's a great Draco's Tavern story by Larry Niven that goes like this: a race, one of the oldest, has solved most of the physical problems that plagued it and has now turned to spiritual questions. They seek the answer of answers: what is the nature of God? The last word anyone has from them is that they are very close to knowing the answer to that question; all communications are then lost. Others that go to their worlds find that the entire race has committed suicide: everyone on all their planets is dead. They left behind records of what they found, and even centuries later there are suicides among people who study those records and put together the peices. They know it is something capable of being understood by even simple minds, and that it is capable of proof.
It's a nice 'idea' story with a nagging back end that can inspire a whole evening of discussion, kind of like the end to George Pal's version of The Time Machine; what could be the nature of the discovery that caused such a reaction?