Summarize the following:
" The main menu is the first screen you see when opening the game. " It should be the button on the far right. There are three sliders in the "Crosshair Appearance" section, named 'Size', 'Thickness', and one that changes Opacity (which just has a check box for 'Blend' next to it.), each of these sliders change the crosshair's looks in game. Adjust the sliders until the crosshair in the box to the left of the sliders matches what you want.

Summary:
Go to the main menu, and click "Options. Click the tab that says "Multiplayer. Edit your crosshair by adjusting the sliders.