I remember one of the best times I had with my boyfriend was playing 'World of Illusion' Starring Mickey and Donald.
Unfortunately it's on the ol' Sega Mega Drive. I had to mention it anyway just because it was the only game I could think of that's side-scrolling, co-op, easy controls, and enjoyable for girls that don't game regularly.
It's a little cutesy but my boyfriend still liked it. He's into racers, shooters and the like so that's saying something... and probably embarrassing him as well.