@dlowan,
The Klu Klux Klan was originally founded by Nathan Bedford Forrest, a famous cavalryman of the Confederacy. His intention was basically to found a secret society of veterans, and to oppose reconstruction policies considered odious in the South. The name comes from the Greek word
kuklos, meaning a circle, and it was, more than anything else, just a secret society. However, there were a lot of night riders in those days, and they attacked Republican politicians, and eventually began killing blacks. Forrest did not want to be associated with such activities, and in 1870, he disbanded the organization. Congress held hearings into the night riders, and two former Confederate generals, Forest and John Brown Gordon of Georgia (Forrest was from Tennessee) were widely and publicly charged with being behind the night riders. However, the congressional hearings cleared both men, and they, in their turn, publicly condemned the night riders. There is no record that either Forrest's organization or any of the night riders burned crosses
There the matter might have rested, were it not for three things. The first was the popularity of a series of novels by a man named Dixon, the most prominent of which was
The Clansman, and which included the symbolism of a burning cross, which literary types think he borrowed from a novel of Sir Walter Scott. Dixon's novels glorified a fictionalized version of the Ku Klux Klan. The next was the silent motion picture,
The Birth of a Nation, based on Dixon's novels (it was originally released under the title
The Clansman), by the then very popular director D. W. Griffith. All of this happened to have coincided with the ugly incident of the lynching of a Jewish industrialist in Atlanta, Georgia, who had been accused of the murder of an adolescent girl (modern criminologists, including those in the South, do not believe that he committed the murder, and that the police fastened on him as the most easily "convictable" suspect, especially as he was Jewish). The lynching of that man, Leo Frank, helped to energize a then dying socio-political movement which had been popular in the North and the South, the Lily Whites, who were anti-Catholic, anti-Jew and anti-black.
At that point, a defrocked Methodist minister, William Simmons, got a bright idea. A few months after Frank had been lynched, and with the threat of prosecutions circulating, some of those who had lynched him organized a night-time rally, and burned a cross, based on the symbolism of the Dixon novels, or the movie, or both--apparently the object was to warn the authorities in Atlanta that they had widespread public support. Simmons, inspired by the movie, the novels and the lynching, decided that the Klan should be refounded, which he did on the night of Thanksgiving, 1915. A cross was burned during the ceremony, and it quickly became identified with the new Klan.
The origin of the burning of crosses which Dixon allegedly borrowed from Scott is, as far as i know, obscure. You're on your own to figure that one out.