Eh, for me, it’s more like: capitalism is a deeply immoral system so we have a moral obligation to avoid supporting greedy, souless corporations that exploit the labor of others. But it is important to note that pirating from small indie companies should be avoided. Maybe download the game to give it a try, but if you like the game then absolutely go buy it or donate to the creators
Critical thinking is essentially learning to ask good questions and also caring enough to follow the threads you find.
For example, if mental health is to blame for school shootings then what is causing the mental health crisis and are we ensuring that everyone has affordable access to mental healthcare? Okay, we have a list of factors that adversely impact mental health, what can we do to address each one? Etc.
Critical thinking isn’t hard, it just takes time, effort.