As a teen I had little to no interest in penetration. Tampons didn’t feel good, so why would I assume something else would? I wasn’t really interested in penetration until I was interested in my partner specifically.
Once I (eventually) figured out pleasurable masturbation, I still stuck with external stuff mostly, and fingers in general. Eventually I got a job and a debit card and could privately online shop, but my little bag of toys continues to go mostly unused. Nothing beats my fingers.
I don’t know about other women, but for me masturbation is and always has been much more about what’s going on in my head, and then adding the pleasurable sensations to that, rather than experimenting with different sensations.
For a beginner I literally cannot imagine a cucumber. How many dicks are as thick as a grocery store cucumber? None I’ve seen in real life. Maybe in porn, but I can’t think of any. It would just hurt. Beginners would need something maybe the size of 2 female fingers. (Maybe a farmers market cucumber that’s skinnier?)