Jem and Scout use a great deal more "critical thinking" skills than your average children in sorting out the problems they encounter. Let's start by taking a look at the time when Jem got his pants left behind when he got them caught in the fence at Boo Radley's place. He wants to keep anyone from finding out about it, so he sneaks back later in the evening to retrieve them. Instead of just leaving them there and claiming they are lost, he lies awake until he figures it is safe and then he goes back for them. An even better example is when Scout faces the band of townsmen who have come to confront Atticus as he sits at the front of the jail to protect Tom Robinson. Whether she knows it or not, the simple act of reminding these men that they are "good" people and that Atticus has done things for them in the past serves to stave off a possible lynching. Throughout the story, whenever they are faced with a problem, they use their brains to get them out of trouble as best they can.
However, for all of their good use of critical thought, they also tend to tell a lot of fibs in the process in order to solve problems. This is not uncommon for children who tend to think only of the immediate solution.