Heavy slows down movement speed. So you (or the enemy) runs much more slowly. Handy to inflict if you're a ranged attacker of some sort, a pain to have inflicted if you're out of range or need to avoid AOEs.
Each job has two classes from which it can take cross class skills, one of which is the secondary class required to unlock that job. For example, Monks can take cross class skills from Marauder and Lancer. Jobs also don't get as many cross class slots; one for every ten levels (i.e. 3 at 30, 4 at 40, 5 at 50) instead of every five levels.