  Non-Hermitian skin effect and critical skin effect are unique features of
non-Hermitian systems. In this Letter, we study an open system with its
dynamics of single-particle correlation function effectively dominated by a
non-Hermitian damping matrix, which exhibits $\mathbb{Z}_2$ skin effect, and
uncover the existence of a novel phenomenon of helical damping. When adding
perturbations that break anomalous time reversal symmetry to the system, the
critical skin effect occurs, which causes the disappearance of the helical
damping in the thermodynamic limit although it can exist in small size systems.
We also demonstrate the existence of anomalous critical skin effect when we
couple two identical systems with $\mathbb{Z}_2$ skin effect. With the help of
non-Bloch band theory, we unveil that the change of generalized Brillouin zone
equation is the necessary condition of critical skin effect.
