Here, "the pond" means the North Atlantic Ocean.
For a reference to "cross the pond", it means that it will be understood by both North Americans and British and Irish people. That is, it's something of North American origin that will be understood by the British and Irish, or something of British or Irish origin that will be understood by North Americans.
Very likely, either you are in North America and your friend is British; or you are in Europe and your friend is American; and they said something that they are worried may only be understood on their own side of the North Atlantic Ocean. There are enough differences between American English and Commonwealth English that it's fairly frequent for an idiom to exist in just one variant, but not the other.