They have teamed up in some comic storylines. It often happens when the situation demands their combined skills and powers to overcome a powerful adversary.
In many classic comic runs, Spider-Man and MJ do end up together, but the comic world is complex and their relationship has had its ups and downs throughout different storylines.
Thor would probably be shocked at first. His hammer is something very personal and a symbol of his power and worthiness. But then he might see the potential in Spider - Man and be proud that someone else worthy has been able to wield it.
It all starts when Peter Parker gets bitten by a radioactive spider. This gives him amazing powers like super strength, the ability to climb walls, and a 'spider sense'.