Cathode ray tubes are vacuum tubes that contain two electrodes - one on each side. One of the electrodes (the cathode) fires electrons at the other (the anode) when voltage is added to the system.
When Thomson fired up the tube, he saw a beam of "light" between the two electrodes. To figure out what they were, he applied a magnetic field and found out that the beam moved toward a positive charge and away from a negative charge. From this, Thomson determined that these little cathode rays (which we now call electrons) had negative charge.