You get the "cross" cursor in every tool except the Selection tool (I believe). Hitting Esc usually clicks you out of the current tool and back to the Selection tool. If it is stuck and won't go back you have other issues. Perhaps a reboot of the computer or a trashing of Finale Preferences will fix that.
It's a good idea to save your work often and have Auto Save set to save every 10 or 15 minutes or whatever you choose.