When you critically miss an attack, under certain circumstances, an additional negative effect will occur, per the choice of your DM. Below is a list of general results, but feel free to create your own results under unique circumstances.
You critically miss, and gain no additional negative effects. Usually, this result is used if none of the others apply.
You critically miss, and your attack goes astray, with a chance to hit another creature within 5 feet of your target, including allies. Roll the attack roll again, but without attribute bonuses. If the result beats the AC of the creature, you hit them instead of your intended target.
You critically miss, and your weapon gets damaged in the process, reducing its Durability by 1. Typically, this can occur if the target of the attack has some means of damaging your weapon as you attack, such as guarding with the edge of an axe against a fine blade, or a thin sword being caught in the mouth of a monster, bending it slightly.
Loading Weapons Only: You critically miss, and your weapon has a mechanical failure, causing your next Load action to cost an additional Action Point.
Guns Only: You critically miss, and your gun is damaged in the process, reducing its Durability by 1.
Spell Attacks Only: You critically miss, and your spell fails, causing you to take 1d6 Chaos damage per Attunement Slot the spell takes up.