Computation holds great potential for introducing new opportunities for creativity and exploration into the physics curriculum. At the University of Oslo we have begun development of a new class of assignment called computational essays to help facilitate creative, open-ended computational physics projects. Computational essays are a type of essay or narrative that combine text and code to express an idea or make an argument, usually written in computational notebooks. During a pilot implementation of computational essays in an introductory electricity and magnetism course, students reported that computational essays facilitated creative investigation at a variety of levels within their physics course. They also reported finding this creativity as being both challenging and motivating. Based on these reflections, we argue that computational essays are a useful tool for leveraging the creative affordances of programming in physics education.