Reading Critically

In class, I learned that if you read things critically it can totally change how you view the story. In class I was really amazed of what you can take from a story if you don't take its literal meaning. I would have never guessed "The White Heron" went into such detail about her womanhood if we didn't go over that in class because I never made that connection at all. I learned that reading critically is a great way to show what the authors purpose for writing the story is. When I attempted to read critically I still don't understand what to look for when I am trying to make connections. I mean in class it seemed so easy to make connections. I would have to ask what do I look for to make connections? Do I have to have more of an imagination or what? When I try reading critically I don't know what parts of the story I should interpret differently then its actual text. I wonder if I am tryingn to read it too critically that I cannot make the connection. Are most the things I am looking for common knowledge. I guess I really struggle with reading critically because I don't understand what to look for. So how can I improve on reading critically because that would really help me understand the true meaning of a story.