Yes, we do. In natural conversation, when native speakers say, for example, 'I'm going to see', we very rarely say 'I'm going to...' as three separate words. What we actually say is something like 'I'm g'nuh' see'. Likewise, we mostly tend to slur 'I want to see' into something like 'I w'nuh see'. So, yes, it's true that we say 'gonna' and 'wanna'. And no, it does not depend on region or on age. Native English of all ages say these phrases in this way in all English-speaking countries, in all sorts of situations. However, there are several very important things to understand: Firstly, nobody chooses to say 'I'm gonna go' instead of 'I'm going to go'. Many learners mistakenly believe that we say 'gonna' when we're with friends and say 'going to' when talking to our boss at work, for example. This is not true. It's just something that happens naturally. Secondly, wanna and gotta are not words - they are SOUNDS. For that reason, people writing subtitles and cartoon scripts sometimes use them to imitate natural speech, and show us that the speaker is angry or anxious, for example. Song lyrics often have 'wanna' and 'gotta' to show us how the sounds fit into the music. Native speakers do not use 'wanna' and 'gotta' as words in everyday writing. They are part of the SPOKEN language only. If you are doing research into the English language in general, and this feature of the language in particular, the first thing you need to learn is not to write 'I wanna know'. Nobody will take you seriously if you write in this way. To the native speaker's eye, when we see 'I wanna know' we imagine a spoilt, rude and bad-tempered child in a cartoon. If you look through the pages of italki, you will see that it is only the non-natives (mainly from Asia and the Middle East) who seem to be under the impression that 'wanna' and 'gonna' are normal ways of writing English.

I'm from Canada and when people use "wanna" or "gonna" it's usually in everyday sentences. So yes most english speakers use it.

Talking to my friends I'd use either wanna or want to, depending on the context. My parents would tell me off if I used wanna in conversation with them. I'm from South East England