Some of the quotes I read online (with zero sources)

Unsourced material you read online about notorious subjects should be treated with great skepticism until you find the source, but your comment "I cannot find anywhere any confirmation of any of these things ever being said by anyone" suggests that you haven't done much looking.

Quite a few of the better known comments come from the Nuremberg Trials, and are solid in their attribution. So, for example, there were five psychiatrists at Nuremberg, who had discussions with the Nazi figures on trial and kept contemporaneous notes. Some of the Nazis were also interviewed by military historians, such as Major Kenneth W. Hechler of the U.S. Army Europe’s Historical Division. These conversations were more informal and often more revealing than the defendants' interrogations and testimonies in court.

Nazis themselves gave plenty of speeches, published newspapers, gave interviews and engaged in extensive correspondence while in and out of power. Hitler famously wrote a book, Mein Kampf, and was interviewed on many occasions over the years. Julius Streicher published in Der Sturmer; Goebbels gave many speeches and we now have his diaries-- there's a huge amount of verifiably authentic things they can be shown to have said, but just googling "Nazi quotes" won't tell you much.

So its not at all hard to find "things they really said" --- some of the quotes you'll see floating around the internet are authentic, some are garbled but have a basis in fact, and some are spurious. The specific "Goebbels quote" you cite appears to be an imaginative elaboration of an idea of which Hitler was fond, the notion of "the Big Lie" which Hitler himself elaborates on in Mein Kampf. Goebbels verifiably said all kinds of really unpleasant things, whether he said those particular words or not I can't tell.

Some of the best known quotations you'll see come from Hermann Goering, regarding the ease of convincing the public to support war. These mostly come from the psychiatrist Gustave Gilbert's Nuremberg interview with him.

See, for example:

Nuremberg Interviews

22 Cells in Nuremberg. A Psychiatrist Examines the Nazi Criminals. London: W. H. Allen, 1947.

(1947). Nuremberg Diary. Farrar, Straus and Company: New York.

(1948). "Hermann Göring: Amiable Psychopath". Journal of Abnormal and Social Psychology, 43, 211–229.

(1950). The Psychology of Dictatorship: Based on an Examination of the Leaders of Nazi Germany. New York: The Ronald Press Company.

(2004) The Nuremberg Interviews An American Psychiatrist's Conversations With the Defendants and Witnesses Conducted by Leon Goldensohn. Edited and introduced by Robert Gellately.

That's just the proverbial "tip of the iceberg" for sources. There is a giant body of material recording speeches and interviews with Nazi leaders, tremendous amounts of archival material that's not published or translated as well.

So if you steer clear of random unattributed quotes, you'll find that there's plenty of documentation for Nazis saying unpleasant things.