Great advice above - follow his interests, and also ensure that you actively build areas of relative weakness. Integrated activities that build both on areas of interest and skills he might not be as interested in developing are great - puzzles, craft projects, practical life skills, etc. As for critical thinking, you can extrapolate from what he knows and ask him questions that require him to extend his thinking. "what do you think happened next? How would you figure x out? How do you think this made Y feel? etc.
It also sounds as though he is on the cusp of truly reading - give him a basic phonics book, go through it a few times, then set him loose with whatever reading material sparks his interest. Our children liked many of the Usbourne and DK books, which typically combine interesting information with text.
As a word of warning DS5 was similar as a toddler; he has a phenomenal memory and reads voraciously. About six months ago we realized that when he disputes us on a matter of fact/general knowledge he is almost always correct. Brace yourself and be ready to explain why a sleep-deprived overworked adult mind may not be that great at holding random facts in memory :-)
