I play Mischievous Marai from hidden the only enemy unit has deflect, do I have to pay the deflect ? Or can I not deal the 2 damage ?

Yes — you can decline to pay, and the 2 damage just doesn't happen.

Mischievous Marai's "when you play me to a battlefield, deal 2 to an enemy unit here" is a triggered ability, and Deflect's cost is a mandatory additional cost that attaches when the trigger is finalized. You still put the trigger on the chain as a pending item (no "may"), but at the Pay Costs step you're allowed to decline to pay the Deflect cost — the ability is then removed from the chain, never finalizes, and deals nothing. That's not the same as the ability being countered, and you can decline even if you do have the Power available. This option exists for triggered abilities only; spells and activated abilities that target a Deflect unit must pay it. Rule 404.2, FAQ #111/#237.