Cucumber is great! Here's a list I found for good things to start with!
Banana - this is best served in large chunks for baby to gnaw, as they will be easier for him to hold.
Pear- this can be served raw (if soft, ripe and juicy) or lightly steamed if the texture doesn't seem 'gummable'.
Avocado - we call it 'nature's perfect baby food'... and with good reason! An excellent source of healthy fats that requires no cooking, avocado is another food best served in larger chunks for baby to get his gums into!
Apple - the texture is somewhat harder than pear, so raw apple is not ideal for toothless tots just getting started with solids. Steam or bake chunks of apple until tender before serving.
Peaches/nectarines - these can be given to baby raw (if nice and soft) or lightly cooked.
Plums - like peaches, these often have a 'squishy' texture when raw... but if they seem a little hard, then steam them lightly before serving.
Melon - a very soft, juicy chunk of cantaloupe or watermelon is ideal for baby led weaning and provides lots of nutrients too!
Then there is a handy tip -
Foods like banana and avocado can be notoriously difficult to pick up and become more slippery the more they are handled. A good solution is to roll the pieces in wheat germ or sugar-free crushed cereal - or cut them with a crinkle cutter, which makes ridges and gives your baby something to grip!
Once your baby has developed the pincer grip...
then you can move on to fruits like blueberries and cut grapes, which may be difficult for younger babies to pick up.
More great info is at babyledweaning.com