'Thanks' is a short form of 'many thanks' (to you/her/him/them). [Thanks : plural noun]
It is common to say (I/We) 'thank you' (for ...). [thank: transitive verb] but 'thanks you' is only correct in 'S/he thanks you'.
I'm Sorry is used to apologize for some wrong things 'I' have done.
'Excuse me' is used to ask for 'more room/space' so 'I' can do something.
'May I..', 'Can I...', or 'Could I...' is used when asking for a permission/help/something.
'Please' is a nice word to use to make people more friendly and to increase your chance of getting whatever you ask for ;-)