What is the "‡" symbol meaning in a reaction mechanism?
The symbol is called "double dagger" (sometimes also "double cross") and is used to denote transition state (a maximum in an energy diagram; also often denoted with "*" or "TS") or a related physical property.
Note, however, that a transition state and an intermediate are two different terms.

The symbol has the peculiar origins: as written by H. Eyring, it's entirely the merit of the secretary of the department, Miss Lucy D’Arcy [1, p. 9]:


  The symbol, ‡, first appeared in the second paper dealing with the activated complex.
  In that manuscript a star was used to designate the activated state but 
  Miss Lucy D'Arcy, the departmental secretary, lacking a star used a plus and minus sign.
  Believing the typesetters would interpret this as a star it was left and by 
  their option the cross, ‡, has become the almost universally used sign for the activated state.


Also, note that according to IUPAC recommendations [2, p. 1080]:


  In accordance with previous IUPAC recommendations (IUPAC QUANTITIES (1988)) the symbol ‡ to indicate transition states ("double dagger") is used as a prefix to the appropriate quantities, e.g. $Δ^‡G$ rather than the more often used $ΔG^‡.$


In the future, I suggest to use services like Shapecatcher or Detexify to find the name of the symbol.
Finding its usage in chemistry afterwards is normally a trivial task.

References


Eyring, H. Models in Research. International Journal of Quantum Chemistry 1969, 3 (S3A), 5–15. DOI: 10.1002/qua.560030705.  
Muller, P. Glossary of Terms Used in Physical Organic Chemistry (IUPAC Recommendations 1994). Pure and Applied Chemistry 1994, 66 (5), 1077–1184. DOI: 10.1351/pac199466051077. (Free Access)