It looks like a brown stink bug. I think it is best that you do some pest control before anything goes out of hand. :)

They don't bother cukes but your squash plants will be devastated by it and its colleagues. Look for glistening egg masses on the stems and the undersides of the large leaves. If you stay on top of the problem but finding and destroying the eggs you will be fine. If you miss some of them and the damn little things hatch, it's hell for the plants.

I saw one for the first time on my squash, God has send a plague against my crops!!!!! Not really, so I need to squish some eggs, what about the bug itself, looks big enough to eat other bugs? Insecticidal soap or neem oil? I have 5 baby zucchini almost ready to flower that I was gonna polinate myself. Bug vacuume?

Pentatomoidea is a superfamily of insects in the Heteroptera suborder of the Hemiptera order and, as such, share a common arrangement of sucking mouthparts.[1] They are commonly referred to as shield bugs or stink bugs. Shield bugs have glands in their thorax between the first and second pair of legs which produce a foul smelling liquid. This liquid is used defensively to deter potential predators and is sometimes released when the bugs are handled carelessly. The distinctive smell comes from aldehydes such as CH3Â(CH2)2ÂCH=CHÂCHO.The nymphs, similar to adults except smaller and without wings, also have stink glands.The nymphs and adults have piercing mouthparts which most use to suck sap from plants, although some eat other insects. When they group in large numbers they can become significant pests.Other species that resemble Pentatomoidea insects are found in the Coreoidea superfamily.Stinkbugs normally appear during the spring and summer months.
This "sucker" is toast!!!!!

While researching them, note that squash bugs and stink bugs are not the same thing and also that there are beneficial members of the same family that appear to be very much the same - such as the spined soldier bug. ;)

What you have is a squash bug and the link below shows you pics of what the eggs and the babies look like.

And if you search 'squash bugs' here you'll find lots of discussions about them to read through if interested.

Dave

Here is a link that might be useful: Squash Bugs