It is believed to be from the genus cucumis melo - which is a cucumber which is more related to a melon, hence this furry jacket that you sometimes feel on melons.
After picking you just gently rub the furry jacket off under some water...
And you are left with a beautiful, pale, lunch-box sized cucumber.
That tastes wonderful! Mild, crispy and refreshing. The texture is just a little bit wetter and less dense than a usual cucumber - I can see where the close relationship to the melon family comes in here. So far, this is the only one on the plant this year. Fingers crossed for a couple more, they were delicious.