One must remember that in many beliefs, there are different Men at the Crossroads or just 'Crossroad Entities'. The Crossroads are seen as the intersection of the Otherside and Our Side, where the spirits meet etc. The Man in Black people generally think of is the Devil of the Nameless Art (Traditional Witchcraft which originated from the British Isles)
As I mentioned, there are different Crossroad spirits and each of them do their own business, two examples of these Spirits are Papa Legba and Hekate.
If someone was to mention the man in black, or black man, my mind would instantly be cast back to the confessions of Isobel Gowdie and her description of the Devil. People like to separate witchcraft from working with the Devil, however, it is a very common theme in many traditions of witchcraft, both old, and new.
As Weather said, the Crossroads are seen as in intersection, there are lot of these beliefs in traditions of witchcraft. It is a between idea: areas in which you are between something are seen as sacred spaces and perfect spots (some would say portals of energy) to engage with the other side. The crossroads is a prime example of this as you are between directions, other things include door-ways, a gap in between a hedge, underground caves, the list could go on.
That is the rationale behind the idea, however, the spirit which one interacts with will differ dependent on one's intent and tradition. I don't think it is a matter of certain beings being associated with crossroads per se, but rather cross roads being associated with other-worldly beings in general.
I wouldn't call it granting wishes myself, I would say making an oath or pact, it is similar in other forms of spirit workings. As with most magical practices involving spirits, if you're scared it probably means your not prepared mentally.
Legba is the spirit of the crossroads in Vodou, but he's not a demon. I'm sure he grants advice but he's not necessarily like a genie with three wishes. If you need something, ask for it. There's nothing wrong with practicality in prayer.
Hecate is someone I use a lot
Jason Miller's books are simple and practical systems
He uses her a lot so I do to
But I want the black man aka the black ryder.
Crossroads Demons/Entities are very risky. They always ask for a payment. Said payment varies, but souls are common due to the vast amount of energy souls possess (similar to 1,000 suns). If you can offer something equal to that or better, like years of service, then please do at your own risk.
To summon one you'll need:
A dirt crossroad (one that forms a "+" is best, but a "T" one will do)
Nighttime
A small container (like a metal pencil box)
A photo of yourself
Black Cat Bone Root (see the SoM Shop), or Black Cow Milk
Graveyard
shovel (unless you want to use bare hands)
A yellow flower (optional)
Place items in container. Dig a hole at the exact center of crossroad large and deep enough to fit the container neatly. Bury the container. Wait for the entity. (Saying a general demon conjuring in Latin may help.) Be respectful when they arrive. They are at a higher spiritual level than humans after all.
