Hatching implies to draw a lot parallel lines approximately. In difference to conventional shadings the lines are not allowed to touch eachother! Though there is still white space between the lines they form an area apparently shaded densely.
Cross-hatching takes it one step further. While you''re exercising cross-hatching you cover one set of hatchings with another set rectangular to the first one. Thus cross hatchings become much denser and solider than (single) hatchings.