There's an ambiguity, probably intentional, in those last two lines.

I woo'd not as I should a creature made of clay

You can say that two ways - one way he's saying that he shouldn't have wooed her at all; and the other is that he wooed here in the wrong way.

The implication of the first meaning carries over into the final line, and it's effectively saying, if you play with fire you'll get burnt, so you shouldn't play with fire.

But with the second meaning it's more that he's recogbnising that for an angel (a poet) to woo a mortal means giving up the trappings and privileges of being an angel, and that's the way to do it. And there's regret that he didn't see that in time.

I suspect there's both meanings in it at the same time.

But one thing I think probably isn't there is the sense that being a creature of clay is a put-down, as of something unworthy or soiled - I'd see it as just meaning mortal, like anyone descended from Adam and Eve. (But maybe I'm wrong there, and that's another level of ambiguity in how he's feeling.)