The first reported cross burnings occured in the First Century CE (AD) in the Roman Empire. Nero made it a popular method of execution by burning Christians alive and using them as primitive lightposts throughout Rome. He basically stoked the flames (no pun intended) to the advent of the Great Persecution. He was also the first person to be deemed an "Anti-Christ" by the Christian Church centuries later. In ancient numerical code, 666 is the number/name of Nero.
History lesson over! My brain hurts...
