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I have read that the Gospels were anonymous, and much later they were named Mark, Mathew, Luke and John (and Luke, Mark and Mathew very similar compared with John).
Now is this more of from a historical perspective, or is this something the Catholic Church will also agree too?
Is it a heretical belief?
Is that stated in each of the Gospels themselves that the authors were inspired by God, or is this a belief that the Catholic Church has stated?
I can't speak for Catholicism in general, but I can say with confidence that they agree that the traditional titles were a later addition. For instance, the Catholic Encyclopedia says, "The first four historical books of the New Testament are supplied with titles..., which, however ancient, do not go back to the respective authors of those sacred writings."
Michael Kruger argues that "we have little reason to doubt the titles of these gospels and thus little reason to doubt the authorship of these books."
I won't duplicate his full reasoning here, but in essence, he argues that the titles for the books are very early (though not original) and that there is no extant disagreement about them. Also, if one were trying to bolster a book's credibility with a famous name, one wouldn't choose a lesser known character like Mark or Luke (a Gentile!) to do it.
Why would they have written anonymously? He suggests it parallels the OT practice in historical books, which were likewise anonymous, and places them in the tradition of OT historiographical practice. "Such a stylistic device allowed the authors of the gospels 'to disappear' and to give 'highest priority to their subject matter.'"
As for material covered, yes Matthew, Mark, and Luke have some considerable overlap, though the exact figure of how much depends on how you count. This is commonly called the synoptic problem. It has been known from ancient times and is not a heresy, though it can be taken in an unbelieving direction, as with most anything. In the second century, Tatian produced his Diatessaron, a harmony of the four gospels that cleaned it all up, but the church stuck with the "redundancy" of the four originals.
As for how the authors viewed their task, Kruger has a general answer for the NT and an answer for the book of Matthew in particular. The latter argues from the text itself (esp. the first chapter) that Matthew clearly saw himself as continuing the biblical history from the OT with the story of Jesus.
The other gospels show some additional hints of their purpose, as in John 20:30f (emphasis mine): "The disciples saw Jesus do many other miraculous signs in addition to the ones recorded in this book. But these are written so that you may continue to believe that Jesus is the Messiah, the Son of God, and that by believing in him you will have life by the power of his name." The author's understanding of inspiration and accuracy is touched on within the gospel itself, as when Jesus says in John 14:25f, "All this I have spoken while still with you. But the Advocate, the Holy Spirit, whom the Father will send in my name, ... will remind you of everything I have said to you." Compare also Luke 1:1-5 and Acts 1:1-3 on Luke's stated purpose and method of composition.
The doctrine of inspiration starts in passages like 2 Timothy 3:16 and 2 Peter 1:20 and proceeds from there.
To the best of my knowledge, the only Gospel that explicitly identifies the author is John (John 21:24).
Some liberal Christians and non-Christians question the authorship of the Gospels, but most conservative Christians and many non-Christians accept them. The main evidence for this authorship is simply that these people were routinely accepted as the authors by early Christian writers and that no other authors were suggested until many centuries later.
Can we prove that, for example, Matthew wrote the book attributed to him? How would you prove who wrote any book? Suppose someone said that he didn't believe that Jules Verne really wrote "20,000 Leagues Under the Sea". How would you prove he did? You might get a copy and point to the title page where it says "by Jules Verne". You might find references to the book in other books or letters that mention that it was written by Verne. And you might point out that no one else had come along claiming to have written the book. If you apply these same tests to the Gospels, you have to conclude that the traditional authors wrote the books. They were routinely acknowledge as the authors by people who lived at the time and there is no record of any claim that they DIDN'T write them until fairly recent times.
Occasionally someone will challenge the authorship of a book on technical grounds. Like if you can prove that an event described in a book didn't happen until after the supposed author died, that would be strong evidence. Sometimes people will argue that the supposed writer didn't have the necessary knowledge or skill to write a certain book, like the folks who say that Shakespeare could not have written the plays that bear his name because they demonstrate such in-depth knowledge of law and medicine that they must have been written by a team of doctors and lawyers. I -- and many others -- find such arguments very weak, because they assume that a non-doctor could not read up on medicine or ask a doctor friend for help when writing a play, etc. Similar arguments have been made against the traditional authors of the Gospels, and they are weak for the same reason. One of the lamest arguments I have heard, and I have heard it many times, is that the disciple John could not have written the Gospel of John because he was illiterate. But how do they know he was illiterate? Just because most people from his time and social class were illiterate? So what? This argument is like saying that Mr Obama cannot possibly be the president because only a tiny percentage of Americans ever become president. But of course the obvious reply is: Yes, and he's one of the few. We have a book and three letters that are said to be written by John. What more evidence could you give that someone is literate than to produce things that he has written?
Update
An extra note, somewhat in response to Ryan's comment:
Questions like this are almost never a matter of "the Catholic Church" says X but "historians" or "scientists" say Y. There are pretty much always historians and/or scientists who agree with the Christian theory and historians and/or scientists who disagree with the Christian theory. And yes, at this point someone will always say, "Well, yeah, that great scientist took the Christian view, but that's just because he's a Catholic". I could just as well reply that some great scientist took an anti-Christian view just because he is an atheist. It is a circular argument to say, "Anyone who takes the Christian view on this controversial issue is by definition a Christian, and the opinion of anyone who is a Christian doesn't count because he's biased."
It is true that there is a lot of overlap between three of the four Gospels. The only way I see to get your 90% number is to take the shortest book, Mark, and ask what percentage of verses in that book are similar to verses in other books. That is, about 90% of the material in Mark is also found in Matthew and Luke. But Mark is the shortest, so only about 50% of the Material in Matthew is also found in Mark.
Anyway, what does this prove? The most common theory today is that Mark was written first, and then Matthew and Luke consulted Mark and used some of his material when writing their own books. This is hardly shocking. When someone is writing a book, it is common to do research and to make use of materials written by others. The idea of footnotes hadn't been invented yet when these books were written, so it is not surprising that there is no specific attribution.
By the way, there is also a fair amount of material that is found in both Matthew and Luke but that is not found in Mark. This has led some scholars to theorize that there was once another biography of Jesus that is now lost and that Matthew and Luke referenced. Scholars call this book "Q". (By an amusing coincidence, two scholars came up with this name independently: one called it "Q" as an abbreviation of the German word for "source", "quelle"; the other called it "Q" because he had identified some material as coming from Peter, and he called that "P", and so he just took the next letter of the alphabet for the unknown source.)
I often hear non-Christians bring this up like it's some kind of criticism of the authenticity or accuracy of the Bible, and I often hear Christians try to explain it away. I don't understand this at all. Only when it comes to the Bible is the idea that an author did research before writing a book considered a criticism.
And by the way: Matthew and John were both disciples of Jesus, so they would have known about his life first-hand. Mark worked as a translator for Peter, so he probably got his information from Peter. Luke was a well-educated Greek and a friend of the apostle Paul, so it appears that his book is more scholarly research than first-hand account. Note that Luke also wrote the book of Acts, and if you watch the pronouns in Acts, you'll see that it continually shifts from "we" to "they" as he describes events where he was present and events where he wasn't.
