What radial is the aircraft crossing?
A radial is always pointing (radiating) away from the VOR. But your instrument shows the TO/FROM indicator as TO. So you are crossing a 210 course towards the VOR, which means you are on the 030 radial from the VOR.

What does it mean to be crossing a radial?

This just refers to the fact that you cannot determine your heading (or track) from the CDI. Based on this instrument alone, you could be following the track to VOR right now or just happen to cross the radial at this moment (but actually fly in a totally different direction).