Jot down marginal notes, underline and highlight, write down ideas in a notebook, do whatever works for your own personal taste. Note for yourself the main ideas, the thesis, the author's main points to support the theory. Writing while reading aids your memory in many ways, especially by making a link that is unclear in the text concrete in your own writing. In addition to note-taking, it is often helpful to regularly record your responses and thoughts in a more permanent place that is yours to consult. By developing a habit of reading and writing in conjunction, both skills will improve.
Critical reading involves using logical and rhetorical skills.
Identifying the author's thesis is a good place to start, but to grasp how the author intends to support it is a difficult task. The support for the author's claim is in the evidence provided to suggest that the author's intended argument is sound, or reasonably acceptable. If the author's premise is not supportable, a critical reading will uncover the lapses in the text that show it to be unsound.