I haven't played AC: Odyssey (waiting for sale) but if crit dmg & crit chance is like any other game then I should be able to explain it. So crit dmg is the percentage of how much dmg your attack does when you get a crit hit (crit chance). Depending on the game some crit dmg starts as a additional 50% of the original dmg however this can vary game to game. Also depending on the game you can raise this value by leveling up, getting better gear, etc.
Crit chance is the percentage, out of 100%, that your attack(s) is going to cause critical dmg. Raising this value will result in having a higher chance to cause crit dmg. Think of it as rolling a dice, 1-6, you start by only having one number and every time you attack if you land on that...