[I'm a non-native speaker]
Saying "I wanna" is maybe a bit of an Americanism. Means: "I want to"
These words are frequently used in speech in informal English, particularly American English.
I want to buy a car.
I wanna buy a car.
Both are the same, but the second one is informal.
I think that British people don't use those words so much.
For example:
(US) I gotta go
(UK) I've got to go
In my opinion, it's better to NOT to use these words. Even if you're learning the American version of English.
Hope this helps ;)