Peel, devein and wash shrimp. Mix with some salt, black pepper, and lemon juice. Set aside while you pre-heat a saute pan.
Preheat a medium saute pan over medium-high heat. Once the pan is hot, add shrimp and cook on both sides until all pink and opaque. Once shrimp is done, take them out and set into a bowl. Let them cool a bit.
Cut avocado in half, take out the seed and dice avocado meat. Add diced avocado into a mixing bowl and add lemon juice.
Dice cucumber and add it to the bowl. Add feta cheese, salt and black pepper.
Mix everything gently, until all ingredients are evenly incorporated.