Hi Cindy!
The "with" in that sentence is usually used when you're meeting someone for the first time - a job interview for example. It suggests someone took time out of their schedule to meet you.
Some better ways to say this in English:
1. Thank you for your time.
2. Thank you for meeting with me.
3. Thank you for taking the time to meet with me.
If you're just talking to a friend, it would be ok to say:
"Thanks for meeting me."
Hope that helps!