The phrase 'creep out' implies a strong negative feeling, not just slight discomfort. I had to leave the room, that conversation was really creeping me out.
Pro Tip 2/3
Informal Usage
'Creep out' is usually used in casual conversations, not in formal contexts. She's fun, but her ghost stories creep me out sometimes.
Pro Tip 3/3
Colloquial Context
The phrase is often used among friends or in relaxed settings; it could be less appropriate in serious situations. Don't tell me about your surgery in detail, you'll creep me out.