If MJ, Rising Star is dealt lethal damage at the same time that you gain life, she won't receive a counter from her ability in time to save her.

The ability of MJ, Rising Star triggers just once for each life-gaining event, regardless of how much life is gained.

Each creature with lifelink dealing combat damage causes a separate life-gaining event. For example, if two creatures you control with lifelink deal combat damage at the same time, MJ, Rising Star's ability will trigger twice. However, if a single creature you control with lifelink deals combat damage to multiple creatures, players, planeswalkers, and/or battles at the same time (perhaps because it has trample or was blocked by more than one creature), the ability will trigger only once.

If you gain an amount of life "for each" of something or "equal to the number" of something, that life is gained as one event and MJ, Rising Star's ability triggers only once.

In a Two-Headed Giant game, life gained by your teammate won't cause MJ, Rising Star's ability to trigger, even though it caused your team's life total to increase.