It’s applying the mind’s faculty of reasoning to a new idea presented to you.
When we use that faculty, we are able to discern the truth or usefulness of that new idea. We might have a gut reaction that informs us whether to accept the idea as true, or simply reject it.
When we lack critical thinking skills, we’re subject to being controlled. By religions, governments, political parties, and so-called leaders of all stripes. Because these entities will have a dogma, or belief system, that they will attempt to instill in us. And without critical thinking skills, we are much more likely to adopt such belief systems as our own. And in so doing, any idea that presents in the future that conflicts with our dogmatic beliefs will be rejected without using that reasoning faculty.
Critical thinking skills are one’s single best defense against becoming a hand puppet to those who want to control us for their own benefit.