Being creative and wanting to write comes from within. If you have desire, passion and a need to tell stories, you will regardless of whether you have a Screenwriting MFA or not.
I applied to do a Masters in Screenwriting and was offered a place on the course much to my satisfaction.
After careful consideration I declined the offer.
The only real benefits of doing an MFA (Masters) in my opinion are the connections you might make within the industry while doing the course. But that's a lot of money to be splashing out in the hope of making a connection. And there are only a handful of universities in the world that might get you connected to the right people.
What counts is the drive to write and tell stories. To write and keep writing. Writing a screenplay is something you can learn without going to university. Being able to write a story with memorable characters and great dialogue. Writing a story that people will enjoy is the hard part.
If you are considering doing an M.F.A. Consider the following.
Who will be teaching you?
Do they work within the industry?
Do they have any credits?
Have they optioned their own work?
Has any of their work been produced?
What connections do they have?
Can they and will they introduce you to people they know? That's if they know anyone themselves.
There is little or no point spending lots of money to do a course if the person who's teaching you is trying to break into the industry themselves.
If you love movies, reading and telling stories. My advice would be to get a few books on how to construct a screenplay rather than splash out thousands on an MFA.
More questions you should ask yourself.
How long's the course?
Part time or Full time?
Will you work during the course?
Can you afford it?
How long have you been writing for already?
There are only a handful of universities in the world that offer MFA's that are regarded highly in the industry. And even then, you won't be guaranteed anything unless you have stories that people want.
It's all in the writing. Not the qualifications you hold.