In many ways, the term 'critical essay' is misleading as it implies that you will be looking for faults in a piece of writing. However, what you are actually being asked to do is assess a piece of writing, noting and providing evidence of points for and against a thesis statement. Detailed analysis, both of the question and the topic to be considered, is essential in a critical essay.
Firstly, you need to be to sure what you are being asked to do. Look carefully at the question and think which precise aspects of the topic you are being asked to assess. You will need to use analysis of language and structure as evidentiary support as well as assembling a body of evidence from which you can draw examples to support your points. Analysis, if properly structured, can itself suggest additional lines of investigation.
Your style needs to be objective: you cannot simply dismiss views which differ from your own without backing it up with evidence. Of course, as you are being asked to give a critical opinion, you need to give it but not in a dismissive or academically arrogant way.
Show that you are aware of views other than your own by quoting from them and aim to build up a balanced, fair, logical argument. (Remember to use the referencing style required by your educational establishment and adhere to it throughout, especially in footnotes and your bibliography; errors in this will lose you marks, so make sure you get it right.)
Yes, assemble everything you intend to use as evidence in your critical essay before you begin to write; make careful, comprehensive notes from all books, journals, websites, etc. which you might use in evidence, together with direct quotations (you will probably want to discard some of this but you need to read widely in order to have a wide spectrum from which to select).
As you make your notes be sure to jot down the full publication details of your sources as you will need these later for your referencing and bibliography. This is important for all academic essays but especially so with the Critical Essay as the exercise is entirely based on your ability to gather, assimilate and analyse evidence so you will be drawing on a wider set of texts. Therefore, you need to list both primary and secondary sources, making your bibliography as comprehensive as possible.
Basically, in the same way as any formal academic essay: a thesis statement with your response to the topic; the main body with each new paragraph covering a different aspect and hooked to the next; a conclusion summarising your main points.
However, within this basic structure there are some points to remember:
 You will need to provide a brief, succinct outline of the works you are critically analysing but don't simply re-tell the story.
Evidence is the key to success in a Critical Essay so make sure yours is strong, balanced, properly referenced and relevant.
Analyze your evidence thoroughly and, if relevant, follow up any ideas that your evidence has suggested. It is a good idea to finish the conclusion to your Critical Essay by giving an indication of what direction further study might take but do not introduce new evidence at this point.
Remember that a Critical Essay is not asking you to be either wholly negative or wholly positive about a topic it is an exercise in assessing your ability to provide a balanced argument based on objective critical analysis.
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