Get to know somebody who is a (constructive) critical thinker, and spend time with them. Read books by people who are good critical thinkers. If you want to develop a practical skill, watch people who are good at it doing it.

Oh, and as hashr8064 said: Constructing a logically sound argument is one thing - bringing your opinion across to someone else is an entirely different matter. Learn communication skills, and don't neglect the social aspect of an argument ;-)