To solve this question, the user needs to understand the concept of pronouns and how they are used in a sentence to refer to a noun.
The sentence is incomplete and requires a pronoun to refer to the person who went with someone. The correct pronoun to use in this sentence is "him" because it is the object of the preposition "with". Option A, "he", is incorrect because it is a subject pronoun and not an object pronoun. Option B, "they", is incorrect because it refers to multiple people and the sentence only refers to one person. Option D, "my", is incorrect because it is a possessive pronoun and does not make sense in the context of the sentence.