"ГОрница" means a "room".
It is derived from "гОрний", an archaic word meaning (upper), because originally this was a room upstairs, or an upper room.

This riddle employs
a) a similarity between a room full of people - and the inside of the cucumber full of seeds, like iCake explained;
B) a contrast between a room that has windows and doors vs. a plant that has none.

So as you listen to this riddle, you try to figure out what is both similar and different from a room.

It is similar to riddles like "what is white and black and ( phonetically, /red/ ) all over?
( a newspaper! It is white and black and... READ (pronounced as /red/) all over!

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