If my opponent attacks and puts a "When I attack" trigger on the chain, when I reveal Mischievous Marai from Hidden as a Reaction, it has "when you play...", does it stack directly on top of the opponent's existing chain or start a new separate chain?

Same chain — it stacks directly on top. There's only ever one Chain at a time (Rule 330.1), and anything played or triggered while a Chain exists is added to that Chain as the top item.

Here's how it plays out: your opponent's attack trigger is already on the Chain. You play Marai from Hidden as a Reaction — it's placed on that same existing Chain (Rule 330.2). Since Marai is a permanent, it resolves immediately (you can't react to permanents being played), enters play, and then its "when you play me" effect is put on the Chain as a new Pending Item on top of the attack trigger. Both the attack trigger and Marai's 2-damage effect will resolve from that one Chain, LIFO — so her damage resolves first.

The "new chain" situation you may have seen (FAQ #6244, Tideturner) only applies when the Chain is empty — a fresh play creates a fresh Chain. With an existing Chain in progress, everything joins it.