Q: What does second position (cross harp) mean?

A: When you are playing second position (or cross harp), the key of the
harmonica you are using is a fifth above (or a quart below) the key of the
band.
If the band is playing in E, for example, your harmonica will be in A.
This situation allows you to play along very well with blues chord
progressions using the lower draw notes of your harmonica. Actually this is
only a useful notion on a diatonic harmonica. In that case the 2 draw will
be the tonic of the song — BB.