Creating a Crossed Square
VBA Excel, 168 bytes
Instruction:
I find Excel with the help of VBA is an effective and a sufficient tool for this challenge. Set the worksheet of Excel like following

Yes, we use the small, classic square-shaped pixels like the old times by using the cells in a worksheet as the pixels. Ha-ha...
Here I use cell A1 as the input and I change its font color to red. Why red? Because red is three-letter-color so it fits for golfing. Write and run the following code in the Immediate Window:
N=[A1]:Range(&quot;A1&quot;,Cells(N,N)).Interior.Color=vbRed:Range(&quot;B2&quot;,Cells(N-1,N-1)).Clear:For i=1To N:Cells(i,i).Interior.Color=vbRed:Cells(i,N+1-i).Interior.Color=vbRed:Next

Ungolfed the code:
Sub A()
    N = [A1]
    Range(&quot;A1&quot;, Cells(N, N)).Interior.Color = vbRed
    Range(&quot;B2&quot;, Cells(N - 1, N - 1)).Clear
    
    For i = 1 To N
        Cells(i, i).Interior.Color = vbRed
        Cells(i, N + 1 - i).Interior.Color = vbRed
    Next
End Sub

Step-by-step Explanation:
N = [A1]: Range(&quot;A1&quot;, Cells(N, N)).Interior.Color = vbRed


Range(&quot;B2&quot;, Cells(N - 1, N - 1)).Clear


Looping through the diagonal of range cells: Cells(i, i).Interior.Color = vbRed

Final step and output: Cells(i, N + 1 - i).Interior.Color = vbRed