Some people are surprised that some Episcopalians make the Sign of the Cross (typically associated with Roman Catholics), but it is a common, yet optional practice within the Episcopal Church.
Making the sign of the cross is a way of expressing bodily the love of Jesus on the Cross for us. It’s done in the Western Christian tradition by taking the fingers of the right hand and touching, in order, forehead, chest, left shoulder, right shoulder, and (optional) chest again.
You can cross yourself whenever the priest crosses himself or herself, and when he or she blesses you or signifies the forgiveness of your sins by making the sign of the cross over you.
In the Eucharist you may see people making the sign of the cross at the Benedictus (“Blessed is he who comes in the name of the Lord.”); at the mention of the resurrection of the dead in the Creed; and at the conclusion of the Gloria in Excelsis.
When the gospel is proclaimed, it is also the custom to make a little cross gesture with just your right thumb over your forehead, your lips, and your heart (signifying that you believe the gospel in your mind, will proclaim it with your mouth, and love it with your whole heart).
There are a few places where you might want to make the sign of the cross when the priest doesn’t; notably when you receive Communion.