Of course we have the word anata and watashi.
But Japanese language does not want to say watashi and anata especially anata because it sounds rude in the conversation but in the song etc.
Watashi wa Sally des(u).
is not common but
Sumimasen,anata wa John san desu ka?
is not common and sounds rude.
Sumimasen,John san desu ka?
is natural and common and proper.