What is critical thinking? To paraphrase the Enlightenment philosopher Immanuel Kant, it is the emergence from one’s self-imposed nonage. Nonage is the inability to use one’s mind without another’s guidance. This inability is self-imposed if its cause lies not in the limits of one’s mind but in the lack of courage to use it independently, without others’ guidance. Yet, in the age of powerful algorithms that play better chess and Go than humans, recommend the music and books we like, predict criminal behavior, and even find us the ideal romantic partner, why would we still need to think critically? Would it not be more economical to cease wasting time on thinking and reflecting, and just click and like? I argue that we need more, not less, critical thinking in the digital age. I discuss several tools for critical thinking, including asking the right questions and detecting misleading statistics, and illustrate these by online dating sites, HIV tests, cancer diagnosis, big data predictive analytics, the Social Credit System, and more. Advances in technology require risk-literate people who can control digital media rather be controlled by it.