Hi Colleen,
Hopefully, some Canadians with direct experience in this will chime in. But in the meantime, I found this link from the Canadian govt about receiving CPP abroad.
http://www.servicecanada.gc.ca/eng/services/pensions/international/payments-outside.shtml
You might also contact this agency directly with your questions, as well as the Canadian Embassy in Costa Rica.
http://www.canadainternational.gc.ca/costa_rica/index.aspx?lang=eng
You can also contact an attorney in Costa Rica experience in expat matters exactly like this. This firm speaks at IL events:
Petersen and Philps. Mr Philps is from Canada. http://www.plawcr.com