It was not an alliance, they were not in the Axis

It was a detente that allowed Germany to focus its military expansion into Poland and France without fear of a Russian counterattack.

If you want to really bust balls, you could easily argue that America was a German ally, given how influential Ford, IBM, and Standard Oil were in getting the German war machine off the ground. But that's something of an argument for M-R, as Russia wasn't in a position to fight a war with both Germany and America (any more than Germany was able to years later). German expansion into France ruined its relationship with the US and allowed the Soviets to broker a deal with FDR. And the rest is history.

Shit, the first thing that happened between them after the invasion of Poland was the Winter War where Finland was supplied by Germany

That was a bit more complicated, as it was initiated by the Russians with the intent of installing a Soviet-friendly government as a buffer zone around Leningrad. The war ended in Russian defeat and - after Germany broke the non-aggression treaty - very nearly cost them Leningrad as a result.