Disclaimer: I don't own Avatar: The Last Airbender
Anyone who's spent a significant amount of time in her company could tell you that Mai is often bored. They might even go so far as to say she found this whole, miraculous thing we call existence dull. They wouldn't be exaggerating much.
Life as a young girl in the palace of the Fire Nation was repetitive. Wake up, eat, morning academic lessons, eat again, two hours free time spent lazing about after Ty Lee and Azula or sitting beside Zuko in comfortable silence, then afternoon Kung Fu classes, dinner, two more hours free time, and bed. The schedule was the same every day, with rare exceptions for holidays.
The hours of free time were one of the best parts of the day, because Azula and Ty Lee were always going off to do something big and doomed to fail but interesting anyways, and Zuko always had something engaging to say. He was a good talker, too; he carried the entire conversation and just let her listen. He used to try and include her more, but he'd stopped that years ago. She preferred to watch the horizon and listen to him speak. And if she got a little thrill up her spine when Zuko's hand slipped into hers, who could blame her? After all, Zuko was an attractive young man, there was no denying it.
Then Zuko and his father had a massive row, and that was really interesting, for a while at least, but then Zuko left, and Mai was left alone with Azula and Ty Lee, who'd grown up and grown annoying, respectively. She was bored of them by now, but she stayed anyways. She told herself it was because she'd learned to ignore them by now, and she'd probably hate anyone else even more, but a nagging voice in the back of her head wondered if it was really because Azula and Ty Lee were the people most likely to run across Zuko, who was in Mai's opinion the least boring person around.
Things stayed quiet for a while after that. She and Ty Lee fought, wounded, and killed for Azula, who as usual never showed even a speck of gratitude, which Ty Lee sometimes complained about but Mai didn't mind, because by the time they were finished she was already bored again.
Azula completely lost it, which was mildly interesting but might have been more so if Mai hadn't been able to spot it coming on from a mile away. The Day of Black Sun came and passed, the war ended, and Zuko returned, now a bonafide Avatar groupie along with the rest of them. But Mai wasn't bored by him, and she didn't mind.
Zuko really was the most interesting person she knew.