"Kreatur" can refer to anything living and be neutral in tone, but it leans toward the pejorative, especially when used for humans. Gollum for instance would be a typical "Kreatur" when used that way, where you both kind of pity him but also are disgusted by him and find him despicable.
"Wesen" can also refer to anything living, but also to the "character" of a person or even animal. The overall sum of traits, their being or even essence. It's also used for mythical creatures, "(Fabel)wesen" like unicorns and such.
"Geschöpf" again, can be neutral for any living thing, but you'll find most readily in books, I think. Not a very colloquial word. Like "Kreatur", it can also lean towards the negative when you use it for humans, but also the positive if qualified with appropriate adjectives. You might call a beautiful woman a "liebliches Geschöpf", but you should probably only use it in cheesy poetry, or wait until you're sixty years old and up.
There's also an element of (religious) awe and maybe nobility in there as well. Humans as "Geschöpfe Gottes" for instance.
