The pronunciations represented by the spellings wanna, gonna, etc are actually quite common in the informal conversation of even reasonably well-educated people, though many of them would deny it.
The problem is, that for many native speakers, this just happens, without thinking. If you ask them, some will claim that they said want to, going to, etc', though they may admit that they said it quite quickly, with the result that it 'sounded like' wanna or gonna.
When non-native speakers use these pronunciations, they often make a deliberate attempt to use them, and the result can sound a little unnatural. I would suggest that you say the 'correct' forms, but do not make any real effort to say them distinctly in informal conversation. As your fluency increases, you will almost certainly sound more natural.