If you learn a language from a standard textbook, the kind of language you learn will probably be quite formal. If you try speaking to native speakers you'll probably find that they don't speak like your textbook, except perhaps in formal situations. This is way it's a good idea to try to pick some more colloquial language and slang if you want to understand the locals and to communicate smoothly with them.
There are various books that teach slang and informal language, for example Street French, and similar titles. The main trouble I find with them is that they don't necessarily tell you how common the expressions are, or when to use them. They rarely come with recordings of the phrases either.
You can pick up plenty of colloquial language from soap operas, novels, dramas and chat shows. The advantage of doing so is that you hear the expressions being used in context, which might help you remember them and gives you an idea when and how use them.
One problem with learning colloquial language and slang is that it changes all the time. So you might find yourself using words or expressions which have fallen out of use, unless you keep up-to-date with the latest ways of saying things.