まじ "Maji" is a word people to express their surprise.
I think the word Maji came from the word Majime (Serious) and got shortened.
Maji means "Really?" or "Are you kidding?"
You can answer by saying "Maji" too.
So the conversation can go like this.
Question: まじ（Seroiusely?）
Answer: まじ（Seriously!）