Signum crucis is Latin for “the sign of the cross.” This ancient gesture consists of tracing the sign of the cross on oneself, on objects, or other people. Generally, making the sign on oneself is an act of devotion or remembrance.
There are very early references in Christian literature indicating the use of the practice. Tertullian, an Egyptian theologian who lived in the late first and early second centuries, wrote, "In all our travels and movements in all our coming in and going out, in putting of our shoes, at the bath, at the table, in lighting our candles, in lying down, in sitting down, whatever employment occupies us, we mark our foreheads with the sign of the cross.” He was referring to using the thumb of the right hand to make a small cross on the forehead which was typical for centuries.
Somewhere around the sixth century, the sign of the cross evolved to what we use today. The usual reason for the change is the emergence of a heresy which denied the Trinity. When the cross is made, the person subvocally says, “In the name of the Father, Son and Holy Spirit. Amen,” thus reinforcing the idea of orthodox Trinitarian belief.
Some customary times for this act include: whenever the celebrant makes the sign on him/herself or makes the sign over the people, such as in the absolution; and/or in the Nicene Creed when the resurrection of the dead is mentioned; just prior to receiving the bread; and just after receiving the cup. However, you may make the sign whenever you feel so moved. There isn't a "sign of the cross" rule.
The thumb is still sometimes used to make a small cross on one’s forehead. At the beginning of the Gospel reading, some use their right thumb to make a small sign on forehead, lips, and chest. It is a tactile reminder to keep the Gospel in my head, on my lips and in my heart. Usually this sign is made as the Deacon reading the Gospel announces the reading, saying, “The Holy Gospel of our Lord Jesus Christ according to _____.” As he/she says these words, some clergy, using the thumb of the right hand, will make the sign of the cross in the Gospel book over a little cross printed there at the beginning of the reading. He/she may also then use his/her thumb to make the sign on forehead, lips, and chest.
Typically, the sign is made with the right hand, moving first to the forehead, then the lower chest, up to the left shoulder and then to the right shoulder. Some then touch the center of the chest. Some forego the touching of the chest and kiss their thumb. The Orthodox Church touches first the right shoulder, then the left when making the sign.
These acts are designed to enhance your experience of the holy and to involve your whole body in worship. If you’re not accustomed to signing, you might consider trying it. The way to become most comfortable with any of them is just to try them for four or five Sundays. That will likely take care of the feeling of awkwardness when you first begin.