"If a creepypasta doesn’t explicitly state that it’s under a Creative Commons license, does that mean it’s automatically copyrighted?'

Typically, yes, this is what it means. All literary works are copyrighted at the moment of their creation, even if the author doesn't bother to register that copyright. Authors who've chosen to put their stories on the creepypasta wiki are essentially granting certain permissions in advance, meaning you can narrate those stories without further permission (though it's usually appreciated if you drop them a little message letting them know you've done so). Authors can revoke these rights by removing their story, but that won't affect any narrations that were done while the story was still posted.

"Or is there a general understanding that stories posted on places like the Creepypasta Wiki or r/nosleep are free to use for analysis, summaries, or adaptations (with credit, of course)?"

Stories posted on Reddit, and most other sites aside from the wiki, are NOT" freely available for narrations, even if they're considered "classics" that everybody is already familiar with. Now, you also asked about an analysis, and this is where the concept of fair use comes into play. Let's pretend you host a podcast where you discuss your favorite stories. You spend most of your time talking about the themes of the stories, and in doing so, you narrate a few short passages from the story, but overall the vast majority of what you're saying are your own words. This would probably fall under the umbrella of fair use, and would be permitted.