There are two main theories of origin of finger crossing, The first dates to a pre-Christianity Pagan belief in Western Europe in the powerful symbolism of a cross. Good spirits concentrate around an individual and help him make his wish come true.
The second goes something like this, during the early days of Christianity, practitioners were executed for their beliefs. So to support their fellow Christians, people demonstrated the cross fingers as a symbol of their belief in Christianity.
How did people in the early days express this symbol?
The practice of wishing upon a cross in those early European cultures evolved to where people would cross their index finger over that of someone expressing a wish to show support.
Origin of Modern day solo finger cross