Statistics- Find Critical Value(s); Bell-Shaped Curve

#1
Given problem-

Find the critical value (or values) for the following and illustrate each using the Bell-Shaped Curve:

Numerous example such as-

a = alpha

1) a = 0.05, two-tailed test
2) a = 0.01, left-tailed test
3) a = 0.005, right-tailed test

Where I'm stuck-

I believe the solution will be rather simple once I have some context but I was absent and am not sure where to look for how to solve these questions. Unfortunately my book doesn't have a glossary and I've re-read the chapters we were supposed to be going through to no avail. Google is yielding many results but none of which are using alpha and because there are many different types of tests I can't figure out which one I'm supposed to use.

Primarily I am looking for context. I definitely don't want answers handed to me, but I simply can't find a good starting place.

Thank you for your time,
Odd

EDIT:
I believe, in this case, a (alpha) stands for standard deviation. However, I'm still not sure what the standard setup of this problem would be since I'm -only- given a. Nothing more.
 
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