EDIT Dagger, Knife or Needle not Cross This sign originally is more a "small knife" not a cross.
The sign is derived from an old technique of commenting:
In Books (or scrolls) those sentences to which a comment (pro and contra) was given were marked by an "asteriscus" (latin for "star") or an "obeliscus" (latin for "spear" or "dagger"). "asterici" and "obelisci" (the plural forms of the words) were common expression for the discussion of any work.
The "obeliscus" was a marking sign as a needle (see the architectural "obelisc" of stone). It was literally like a small knive or sword or dagger sticked into the place where a comment refers to.
In renaissance and baroque fonts the sign was clearly formed as a small knife/dagger or a sword: On the top a handle, then something to protect the hand, then the edge and point.

Later it seems to have been misunderstood and formed as a cross like those who are positioned on graves.

The same applies to the "double dagger", which in old fonts was formed like two separate knives pointing to each other.

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