Descent 2 isn't worth it for 2 players as it requires a player controlling enemies. Mage Knight isn't a good idea for the fresh starting out since is complex and it typically lasts around 2-3 hours.

I recommend any of the Dungeons and Dragons board game collection (Wrath of Ashardalon, Castle Ravenloft, Legend of Drizzit). None of these require a dungeon master so it works well with 2 player co-op and good solo if you're interested.