Critical thinking involves asking questions rather than memorizing information. Instead of simply collecting the "facts", a critical thinker probes them, looking for underlying assumptions and ideas. Instead of focusing on dates and events in history or symptoms in psychology, you probe for motives, causes---an explanation of how these things came to be. A critical thinker cultivates the ability to imagine and value points of view different from his own---then strengthens, refines, enlarges, or reshapes his ideas in light of those other perspectives. A critical thinker is both open and skeptical at the same time: receptive to new ideas yet careful to test them against previous expeirence and knowledge.
To put it in one sentence, a critical thinker is an active learner, someone with the ability to shape, not merely absorb, knowledge.
Let me give you an example in Thai. Since you're a social sciences major, I'll talk about history.