To "take the cross" is to make a pledge to go on crusade.
In the middle ages, it was customary for someone who had pledged to make a pilgrimage to wear distinctive clothing or carry some other sign indicative of his new status as a pilgrim - the idea being that he would thus signify that he was travelling on a holy mission, presumably under divine protection.
With the beginning of crusading fervor, the practice was expanded to include the "pilgrims" being sent to "free" the Holy Land. Crusaders, upon pledging to visit Jerusalem (or die trying), marked their clothes with a sown-on cross. Later, this was formalised in the heraldry and apparel of the various crusading military orders.