Does 'gives me the creeps' mean that someone/something scares you? Or does it mean something more than just to be scared?
To "give [somebody] the creeps" doesn't necessarily imply being scared as much as it implies unease. Think the uncanny valley, or feeling that there's some unspoken threat or tension in a situation.
If someone "gives you the creeps", it usually means you don't have any concrete evidence that they are a danger to you, but you feel uncomfortable around them, as if there is some unknown threat or danger.
Side note: to be idiomatic, one has to phrase it as "gives me the creeps" (ie. in the plural).