Cognitive walkthrough is a review technique where you construct task scenarios from a specification and get a user to role play the part of walking through the task.
Here's how it works:
The user act as if the site was real and works through the tasks. You scrutinize each step the user takes. If the user finds they can't complete a task, it would indicate that something is missing from your site's interface.
On the other hand, if the user has to take a long winding path - such as too many clicks - through the task sequence, it indicates that your site's interface needs a new function to simplify the task.