It is not very common for us to cross our fingers and then touch objects between them. The effect that you get of feeling two objects is due to the fact that our brain is not used to receiving tactile information under those circumstances. When the spherical object that is in the middle of your two (crossed) fingers touches your fingers, it touches on the “outsides” of both of your fingers. Suppose you are trying this with your right hand. What happens is that left side of your index finger is touching the object, and the right side of your middle finger is touching the object. When this sort of thing happens in normal circumstances—i.e., when your fingers are not crossed—you are typically in contact with two objects: one touching your index finger from the left, and one touching your middle finger from the left. So when your fingers are crossed, your brain “assumes” that this is what is happening again, hence creating the inaccurate experience of a second object touching your fingers.