There's a lot of things we do in worship that may be confusing to a newcomer as well as someone who has been here even ten or more years, so don't be embarrassed! Some of these things are personal acts of reverence - for example, making the sign of the cross or bowing/genuflecting at certain times. What's comfortable to one person may be awkward to another. The point of personal reverence is to help you feel more connected to worship. Understanding why may make it feel less awkward. However, and this is important, it is a personal act. If it isn't something you feel comfortable doing, that's ok!

We could have a whole series about "liturgical aerobics". But, let's stick with the question about the cross. When we make the sign of the cross, it's traditionally done by taking the fingers of the right hand and tracing the cross over our body, in the order of forehead, chest, left shoulder, right shoulder, and (optional, though you will see many Episcopalians do this) chest again. When we're baptized, the priest marks us on the forehead with the sign of the cross to remind us we are marked as one of Christ's forever. The sign of the cross recalls this and is also a reminder of our devotion to Christ.

There are specific times during the liturgy that you may see people make the sign. Some of these may be:

Opening acclamation - "Blessed be God..."
At the end of the Gloria "In the Glory of God the Father"
At the end of the Nicene Creed
During the Prayers of the People when we pray for the departed
When Fr. Sean makes the sign of the cross over us at the absolution following the confession
During the Benedictus when we sing "Blessed is he who comes in the name of the Lord"
During the Eucharistic Prayer when Fr. Sean says "Sanctify us also..." - a reminder of our sanctification by the Holy Spirit
After receiving the bread and wine at communion
When Fr. Sean gives the final blessing at the end of the service - "And the blessing of God Almighty, Father, Son and Holy Spirit"

There may be other times. For example, any time the mention of the Trinity is made "Father, Son, and Holy Spirit" you may see people make the sign of the cross.

There's one last place you may see a slightly alternate version. At the beginning of the Gospel reading, Fr. Sean or I will say "The Holy Gospel of our Lord Jesus Christ..." People may make a small sign of the cross on their foreheads, lips, and heart, with their thumb. It is a moment to put us into a reverent state to listen to the words of Jesus. People may pray silently, "Lord, be in my mind, on my lips, and in my heart".