gonna, wanna, lemme, gimme, kinda, gotta, outta, dunno, whatcha
Note that I've omitted the last two items, as they are a little different.
1 Are these words slang?
No. They aren't. Slang is a deliberate choice of vocabulary: for example, you might choose to say 'grub' instead of 'food' among friends and family, but you wouldn't use that word in a formal context.
Are they contractions?
They aren't contractions in the way that "don't" or "I'm" are contractions. Contractions are an established part of spoken and written language - these are not. Also, we choose to say 'don't' rather than 'do not'; we don't choose to say 'wanna' in preference to 'want to' - that's just how 'want to' sometimes comes out when we're speaking in a natural way.
So what are they?
They are representations of what certain combinations of words SOUND LIKE when spoken in a relaxed and fairly rapid way e.g. when we say 'I've got to go", it sounds like "I gotta go".
Are they informal?
Not really. They are combinations of sounds which you could well hear in a formal business meeting, an academic lecture or even a president's speech. Unlike slang, nobody actually chooses to pronounce 'going to' as 'gonna' - it is simply what happens phonologically when we are speaking naturally.
Are they only used in speaking?
If you mean "Should you use them in writing?" the answer is this: Only in certain circumstances to transcribe speech (for example, captions) or give an idea how something should be said or sung (song lyrics). They can be used to indicate a certain emotion e.g anger, determination or impatience. They're often used in brief messages e.g. you might type 'Wanna come?' or 'Gotta go!' to a friend. You shouldn't use them in ordinary writing, because they make the writer look rude, lazy or uneducated.
2. Is it true that these words are spoken mostly by people in the U.S.?
No. They represent a phonological feature of language common to all English speakers