You should look at your HTML code ... the selected text might be "Gila Bend", but .val() will get the value property from the option, which might be different from the visible text
Example
Code:
<select id="selected_city">
<option value="Gila">Gila Bend</option>
</select>
If your option value is OK, you should always encode parameters that you want to transfer via a URL using the encodeURIComponent() method
Code:
$("div#divCustomerInfo").load("GetCustomerData.php?id=" + encodeURIComponent(Id))