They're called spines or warts.
Cucumbers
"The second type is grown in gardens. Some kinds have black spines
while others have white spines protruding from warts when the fruit is
young. The white-spined varieties are more popular. The second type
matures in 55 to 60 days and the fruits may be used for pickling or
slicing. The third type is also grown outside; they are the pickling
varieties, which (with the exception of Gherkin, which belongs in this
group) may also be used for salads. The Gherkin, C.anguria, also
commonly known as Gooseberry Gourd and Bur Gourd, is the true old-time
Gherkin, but has been replaced by young Cucumber imposters. The long
vines are covered with deeply 3- lobed leaves that distinguish the
plants from Melons and Cucumbers. They produce fruits, 2 inches long,
that are covered with soft spines and are valuable only for pickles."
http://www.botany.com/cucumis.html
The West India gherkin is Cucu-inis Angur-ia, a plant with small,
slender vines, and very abundant small ellipsoid green fruit covered
with warts and spines. It is used for pickling.
http://88.1911encyclopedia.org/C/CU/CUCUMBER.htm
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