Complete puzzles. This is an excellent way to put your critically thinking mind to work. Word puzzles, riddles and even math word problems sharpen the mind and critical-thinking skills.
Solve a Sudoku. This is another form of puzzle that exercises the mind.
Utilize Edward de Bono's Six Thinking Hats. He teaches to picture a given situation like an island and divide the island into north, south, east and west quadrants. Focus on each direction separately. Using this method allows you to notice and retain details in each smaller area, essentially breaking down a situation to allow for individual observations. He states that confusion is the enemy of good thinking skills.
Start young. The earlier critical thinking is taught, the better an individual will progress. But even an elderly person can train his mind to take an evaluative approach to any matter or problem.