You sit at your computer editing software looking at all of your video transition options. Crossfade is one of those options. Basically it is an visual effect that you can add to a video.
As you the end of one video it starts to fade out and another video starts to fade into view. You can also crossfade audio so that as the music fades out an audio narration begins.
As with any video effect or transition you should use it in moderation.