The critical temperature of a material is the temperature at which the liquid and vapor phases merge together. Above this temperature there is no longer any separate liquid or vapor, it's all one fluid phase.
Think of ordinary liquid water. It will, of course, evaporate to form a vapor. At a typical room temperature you can easily tell them apart, because the vapor pressure is low and so the vapor is a lot less dense than the liquid. But if you heat the water, under pressure to keep it from boiling away, you get more and more vapor. So the vapor becomes more dense while the liquid, due to thermal expansion, is becoming less dense.
Eventually -- at 374C and 218 atmospheres for water -- the densities become equal and the liquid and vapor phases merge into one. That is the critical temperature (and pressure).