Sokka and Mai have not interacted much in the series. They were both enemies for a while because Sokka was trying to protect Aang while Mai was trying to help Azula capture him. The two faced each other at the Nan Shan River and saw each other again in Ba Sing Se. Mai later helped Sokka escape from the Boiling Rock and turned on Azula in the process, though it was Zuko whom she was trying to help.
Maikka is a small ship in the Avatar fandom. Some fans ship them together because they are opposites. Sokka his cheery and sarcastic while Mai is cold and serious. They are also from the Water Tribe and Fire Nation respectively which makes them opposite elements. Some also see the similarities in them due to the fact that they are both non-benders who use weapons in combat.