Simple answer: all mean the same, "I had this idea in the past".
Long answer: In the context of "I had this idea in the past" in English happens the same, you can choose between "believe" and "think". In Spanish, just use the translation of what you would use in English for that context, it's the same, I guess from indo-european roots. So, for "believe" use "creer" and for "think" use "pensar". (I learned this because I had your same doubt when I had to choose in English between "believe" and "think", so I usually think the sentence in Spanish, and it works.)
About the tense, usually you can use both, it's a matter of context.
Pensaba/creía que vendrías a la fiesta [porque me dijiste que querías verme].
Pensé/creí [en ese momento] que vendrías a la fiesta [pero ya no lo pienso/pensé más].
You use both as the idea is always the same: "I had the idea you would come". For choosing a tense, you need more context, which usually you don't have it. Use imperfecto and indefinido as in situations you would use it (action is finished...).
In a nutshell, if you hear "pensar" or "creer" think them in English. About the tense, you don't have to worry if you don't have more context, always means "I had the idea", and the person talking uses one depending of his/her ideas. If you want to say it, think in English. For the tense, if it's not a situation that is clear which one to choose, then any pick of them and you will be right (I always say creía/pensaba).