The process in which a neuroblast acquires specialized structural and/or functional features of a Cajal-Retzius cell, one of a transient population of pioneering neurons in the cerebral cortex. These cells are slender bipolar cells of the developing marginal zone. One feature of these cells in mammals is that they express the Reelin gene. [ GOC:dph http://purl.obolibrary.org/obo/go/references/0000021 GOC:dgh GOC:cls GOC:jid ]