Hi Ahmed, 

There are a lot of different ways to pronounce that word in English, depending on your accent. But most native English speakers would pronounce it "aym" not "am." 

Perhaps the people in the series that you are watching are from the American South, where it would be pronounced more like "ahm." I don't know. Either way, stick to "aym." 

But in some series I here some people pronounce it "am" "am really sad"
is that just wrong?