Hi June,
Working with the information Andrea found on the LDS it looks like there was a marriage between a Richard Cragg & a Jane. There's also a possibility that one of those earlier marriages might have been a first marriage for Richard, just keep that in mind

From the LDS children of Richard Cragg & Jane;
Ann born 13/7/1804
John born 27/1/1805
Mary born 9/1807
Keziah born 8/5/1809
All baptised Bolney.
John marry's;
Bolney, West Sussex, 2 Jan 1834:
John CRAGG, bach
Mary PETERS, sp botp (B)
These are the parents of Jesse.
John & Keziah are witnesses to their sisters (Mary) marriage.
Just need to find this marriage of Richard to Jane which didn't happen in Sussex or rural Surrey (I checked the index)
You can check for wills on the National Archives site. Also check the Access to Archives (A2A) site as it has numerous references to the name CRAGG in Sussex.
I'll get back to you if I find this Richard/Jane marriage,
jane