If they're yellow or orange, you've waited too long and they're over ripened and will have to be discarded. If you think they're still really young, and haven't turned a shade of green yet and changed to those colors, then you've over watered, or have a nute imbalance. Cucumbers grow crazy fast, and should be picked when they begin to turn green and become firm-- but of course different varieties will be different sizes. Unless it's a chinese cucumber-- those turn yellow when ripe. Good luck to you, cheers