I believe I am having mushrooms growing with my cucumbers.
What are they?
The little toadstools or mushrooms are just one of the Parasola inkcaps - they don't last long and are a common inhabitant where there are bark chips in borders. They will cause no harm to your cucumber plants or you, so long as you don't attempt to eat them. An example of a Parasola mushroom here http://www.first-nature.com/fungi/parasola-auricoma.php.