Five is a little early for critical thinking to develop. I’m not sure what part of critical thinking you mean but I think it would definitely be in either stage 3 (ages 7-11) or 4 (ages 12+) of Piaget’s 4 Stages of Cognitive Development: https://www.verywellmind.com/piagets-stages-of-cognitive-development-2795457#toc-the-formal-operational-stage
There’s a lot that has been written on parenting and I’m no expert, but I would say for younger kids just keep them safe and healthy and playing and that’ll go a long way.