I think 나 알어 is kind of an old Korean style. I mean, I feel more comfortable with it. We say also 아퍼(아파) and 나뻐(나빠) etc etc. It's grammatically wrong like CoreanBigSis, but 아퍼 and 나뻐 do sound softer. I would never use these two in formal writing, but you can say it freely in everyday life as I do.

나 알어/나 알아 same but 나 알어 is wrong for grammar. in Korean we usually match 'ㅏ' with '아, 야, 오, 요', we call that 'vowel harmony'. so '나 알어' is wrong expression but we use this often in spoken language. you know, spoken language turns out so wrong in many ways for grammar. make sense? :) 잘 자요. 유메 짱.