"They are Tanzanian."
Translation:Wao ni Watanzania.
No, that would mean 'They are Tanzania', which, of course, doesn't make any sense. In general, the prefix before a country name root determines that exact meaning of the word. E.g. for the country the Netherlands we would have:
Mholanzi: a Dutchman (a Dutch person)
Waholanzi: Dutchmen (more than one of them)
Uholanzi: the Netherlands (or more commonly, but incorrectly, Holland)
Kiholanzi: the Dutch language.
And likewise for the other languages you are learning: Kifaransa and Kihispania (Mfaransa, Mhispania, etc).