Although cucumbers can in fact be eaten raw, it is recommended that you wash them thoroughly first. Many people spray the vegetables they grow with pesticides and even though they undergo a cleaning and packing process, sometimes not all of the chemicals which they are exposed to get washed away.
In order to keep yourself healthy, you will need to make sure that you wash them thoroughly until all of the potential chemicals are off. A lot of people choose to cook their cucumbers and do interesting things with them, though you will be able to eat them raw if you prefer.