Who is Cross Marian? What is Innocence? Not sure what fanlistings are about? Read on and you can find out! :)
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The series D.Gray-man takes place in a fictional version of 19th century Europe. The world is under attack by sinister beings known as akuma, servants of the Millennium Earl and his family. The man characer, Allen Walker, joins a special organization known as the Black Order to help people known as exorcists fight the Earl and prevent the destruction of the world. The exorcists are those who possess a unique material known as Innocence that gives them special powers to fight akuma. Allen and the other exorcists must fight akuma while searching for more Innocence in order to keep the Earl from getting it and give more people a chance to become exorcists. The manga is classified as a gothic action Shounen series. There is also an anime adaptation of the series. For more detailed information, I suggest reading the Wikipedia article.

What does Cross Marian have to with all of that? He happens to be one of five Generals who are given the mission of finding new exorcists. Each General carries several shards of Innocence to see if a compatible user can be found. General Cross was the one who discovered Allen after his adopted father died, took him in, and persuaded him to become an exorcist. Allen is terrified of Cross, and describes him as being a big spender who loves women and wine- and making Allen pay off his debts. It turns out that Cross is not a complete slacker though, as Allen and his team discover him aboard the Ark. Here is where his Innocence comes into the story...

This equipment-type Innocence takes the form of a large caliber revolver with an undermounted barrel and a cross on the side. Cross is able to fire several bullets in rapid succession that will not cease until they hit their target (Wiki). A symbol that resembles a winged female torso on a cross appears when these bullets are fired. Cross keeps Judgment strapped to his right thigh, beneath his coat. See chapters 128 and 129 of the manga for its first appearance.

"A fanlisting is simply an online list of fans of a subject, such as a TV show, actor, or musician, that is created by an individual and open for fans from around the world to join. There are no costs, and the only requirements to join a fanlisting are your name and country. They are just a place where you can sign up with other fans. TheFanlistings.org is the original (but not official) web directory for fanlistings, dedicated to uniting the fans."

- From TFL 101: A Guide to TFL.org.

Want to know more? Visit the TFL 101 guide or TheFanlistings.org. You should also check out animefanlistings.com for anime/manga subjects. :)