Hello. My point of view is as follows:
"Pensar" and "creer" have multiple meanings, as stated before. But the question you ask about is whether there is any difference between "creer QUE" and "pensar QUE". So I assume you are refering to sentences where you express an opinion, as for example: "Creo que la pelicula es buena" (I think the film is worth seeing). or "pienso que mi padre me ha ayudado mucho" ("I think my father helped me a lot"). In such sentences, the meaning of "pensar" and "creer" is exactly the same, it's just expressing an opinion. I've read in more than one book that "yo pienso que..." is a galicism, that is to say, an expression coming from french ("je pense que..."). In Spain, nowadays, as stated by Carmen, saying "yo pienso que..." or "yo creo que..." to give an opinion, is the same. It corresponds to the english expression "I think (that)...".
Of course, as pointed out, there are other meanings of "creer" (for example: believe) and "pensar", but I think it's not the point in your question.
I hope I could help you.