A critical activity is any activity that is on the critical path. Critical activities, as the name says, are critical to the health and the progress of the project. If there's a delay in any of these activities then the whole project will be delayed.
Critical activities should be closely monitored by the project manager, and should be estimated accurately. If the project manager is not sure about the length of a critical activity when scheduling a project (even after heavy consultation and discussion with the project team about this particular activity), then he should add sufficient padding to make up for all the uncertainty.