Okay, I'm gonna answer this. xD
If I get this wrong, I'm sorry. I'm just trying to get this over with -.-'
A critical capture is where you throw a PokeBall in battle, and before it drops down to the ground, it flashes white and it shakes a little. How this effects the capture is that it will not take four shakes in order to capture, but only two! This doubles your chances of catching the Pokemon. Just like critical hits.
If it was not a critical capture, and the capture wasn't affecting the Pokemon in anyway (e.g., it's not glitched) then I really wouldn't worry about it. It may have been your imagination that the capture looked a little peculiar than it would have normally been.
Hope I helped. :)