Cross-fades are just one example of a TRANSITION. Vegas Pro includes hundreds of built-in transitions for you to try out, but go easy for the sake of your audience! Get started below:
1: Select the transitions panel. Transitions are categorised as shown on the left:

2: Browse through the transitions and find one you like the look of. We’re going to add a ‘page peel’:

3: Drag the transition on to the timeline, dropping it in between the two clips you’d like to transition between. Here’s the result as we transition between the intro shot and the Buddha:

Here’s a nice overview of popular film transitions and their meanings / symbolism: