"I have no idea what my future is gonna be."
I've heard (I think) that in a movie. Is it good colloquial English or just Hollywood stuff, please?
In what way? The sentence in itself is fine. The word "gonna" is a standard transcription of an elided "going to", is not good formal English but is quite often heard in spoken English and particularly in those films which contain what you might call blue collar characters. It is also much used on the net by people used to hearing it when watching these films.