I dunno, but save me some seeds!! lol
That is bizarre. Call it a Cantalumber or a Cucaloupe.

Is the plant from seeds you saved? If so, it was cross pollinated in the year the seeds developed, not this year.

Just looks like a partially pollinated unripe cantalope to me. They do smell like cucumbers when unripe. One group (Armenian cucumbers) are melons that are actually used as cucumbers. I suspect it is no more than a misplaced Minnesota Midget. Cantaloupes ( C. melo) and cucumbers ( C. sativus)don't naturally cross. It is not unusual to have have a few cantaloupes that look like this.

didn't you say it came from your cucumber plant, not the actual melon plant?

Where did you get seeds from?
Seem like you got cantaloupe seed in you cucumber seed packet.

These are burpless cucumbers that I grew from seed. I am 100% sure that this was from a cucumber plant that had normal cucumbers growing from it. I like the suggestion that this happened at the time that the seed was developed. I bought these seeds from the mega-hardware store (Lowe's). The only way for anyone to be convinced that this was not a misplaced cantaloupe was to touch both sides of the fruit. One side was definitely a cucumber and the other side a cantaloupe. I saved the seeds but unfortunately, both sides got mixed so I'll just have to see. Incidentally, I went to Flickr.com and at least one other person reported this same kind of mix and some other person reported a pumpkin-squash thing. Of course, it is Flickr so there are pictures.
My fantasy of course, is to develop a melon that matures in two weeks, like a cucumber. That would be something!

Are you positive it isn't a montreal melon?

Where did you get the seeds? It sure looks like it, and your description of the taste (IIRC) is accurate.

Here is a link that might be useful: montreal melon