MJ was with Peter Parker in Spider-Man (2002); by the film’s story, she’s his love interest, and the movie shows their relationship developing.

Quick context

  • MJ is Mary Jane Watson, played by Kirsten Dunst.
  • In the first movie, she’s not mainly paired with anyone else; the central romantic focus is Peter Parker.

In the movie

  • She has a few other interactions, but the main “who was she with?” answer is Peter.
  • The film is also famous for the upside-down kiss between Spider-Man and Mary Jane.

TL;DR

MJ was with Peter Parker / Spider-Man in the first Spider-Man movie.