how do i get the cross?

What cross are you talking about? Ankhs are the only thing that comes to mind and you buy those at the shops at the start of each 5 level set, so 6,11,16, etc. Ankhs provide a resurrection if you die but you won't have your gear or any potions etc, so you have to run back to the site at which you died where you will find a backpack with all your stuff.