Protection from creatures means that Teysa, Envoy of Ghosts can’t be the target of abilities of creatures or abilities of creature cards in other zones, such as bloodrush abilities. Teysa also can’t be blocked by creatures, and all damage that would be dealt to Teysa by creatures is prevented.

Teysa’s last ability doesn’t target the creature. It will destroy a creature with hexproof or protection from white, for example.

Teysa’s controller gets the Spirit creature token, not the controller of the creature that dealt combat damage.

You get a Spirit creature token even if Teysa’s triggered ability doesn’t destroy the creature (perhaps because it regenerated or has indestructible).