Yes you can say "that creeped me out."

The past participle of the verb "creep" is "crept" so the grammatically correct phrase would be "crept out". "Creeped" is actually not a word and is not used anywhere else but in the expression "creeped out" and more and more in "creeped up", which means "to approach slowly and stealthily" (A weirdo at work creeped up on me today). But because of its widespread usage, we say that we are "creeped out" when something is scary. Saying "It totally crept me out" doesn't sound right, even though it is the correct form.

Yes, it's valid. You can totally say: I was totally crept out by that painting/book/movie or whatever it is.