If you choose the fighter sub class champion you get the improved critical so you get a critical at 19 or 20. Does a critical hit make you automatically hit someone or does it just do double damage if you do hit or both.

Ok, so when you roll a 20, or a 19 with the improved critical hit trait you always must beat the target's AC otherwise it doesn't hit. However, if you do hit a target with critical hit it always does double damage. 

E.g. If a Goblin has an AC of 26 and you roll a 20 you then add +5 causing your final 'to hit' score 25 thus you miss but if you had a +6 and your final 'to hit' score was 26, you hit, doing double damage at the time.

I hope I answered your question.

That is incorrect, a critical hit is ALWAYS  hit regardless of the target's AC.  https://www.dndbeyond.com/sources/basic-rules/combat#CriticalHits just as a 1 is always a miss regardless of modifiers etc.  

If you score a critical hit then you roll double the attack dice.  

As in page 194 of the Player's Handbook, and as Dos has stated, natural 20's always succeed regardless of the AC or DC. And natural 1's always fail despite the bonuses and/or how low the DC/AC is. Our DM used to play 3.5e, and our crits just do a flat out double damage, rather than double damage dice. But we all have different play styles. If you wish that crits don't always hit, that's up to you or your DM, but the rules have it like such where a novice has a chance (Be it a 5% chance) to hit something powerful, and where a veteran has a chance (Also a 5% chance) to miss something as trivial as a goblin, despite having a +15 to hit.

The rule of 20 always hitting is actually here

https://www.dndbeyond.com/sources/basic-rules/combat#Rolling1or20

But Dos is still correct.

Thanks Glimpse, I had searched for the relevant rule and had to scroll up a bit so my link was slightly off. 

So with improved critical if I role a 19 it hits no matter what and does double damage correct?

Also thank you for answering my question.

Okay so on page 196 in PH it says a critical hit does double damage. But on page 194 it says a 20 hits no mater what AND is a critical so with improved critical it's if you do hit the target it does double damage. Okay well I just answered my own question so thanks anyways. But I would say it is mostly up to the dm.

The benefits of having a hard copy of the books! (It took me a few minutes to find out where it was.)

Yeah I have PH, DMG, MM, and Volo's Guide to Monsters.