Notice how the stem looks like a ribbon. I have seen this before. It started as a single, then two, then at least four.
The flattened stem is called fasciation, and the unusual segmenting is a resulting condition. With Lemon cucumbers the cause is usually genetic, the result of a recessive gene. With fasciation of stems or flowers on plants that to not have a genetic cause, it can be the result of bacterial disease or injury. Some fascinated plants are intentionally propagated for retail sale; two common examples are cockscomb (Celosia) and fantail willow (Salix sachalinensis 'Sekka').
Will it still give me fruit?