Pickling a cucumber stores and preserves it for later use, so the term is used for serialization. Still an odd analogy though, since you can't unpickle a pickle. I've heard freeze/thaw which is at least a little better.

It's Python. So it's Monty Python.

Pickle is the Python module that (de)serializes Python objects to some sort of binary format. Failure to pickle means the object couldn’t be serialized — the most common instance is probably trying to pass a lambda to a multiprocessing worker, because they don’t have names (you should use a def or functions.partial instead).