Will a Theros God with low devotion enter the battlefield as a copy of Essence of the Wild?
No, the God will not enter as a copy of Essence of the Wild for the first case, but it will for the second.

According to the Gatherer rulings:


  9/15/2013: If a God enters the battlefield, your devotion to its color (including the mana symbols in the mana cost of the God itself) will determine if a creature entered the battlefield or not, for abilities that trigger whenever a creature enters the battlefield.


As @murgatroid99 aptly noted, this ruling refers specifically to triggered abilities. However, it's supported by CR614.12 (specifically, the emphasized snippet):


  614.12. Some replacement effects modify how a permanent enters the battlefield. (See rules 614.1c–d.) Such effects may come from the permanent itself if they affect only that permanent (as opposed to a general subset of permanents that includes it). They may also come from other sources. To 
  determine which replacement effects apply and how they apply, check the characteristics of the permanent as it would exist on the battlefield, taking into account replacement effects that have already modified how it enters the battlefield (see rule 616.1), continuous effects from the permanent’s own static abilities that would apply to it once it’s on the battlefield, and continuous effects that already exist and would apply to the permanent.


Since Thassa has only one devotion at the time it enters the battlefield (which is its own 1 blue mana symbol), it's not a creature, and therefore it won't be affected by Essence of the Wild's continuous effect. The same is true for Nylea.

Likewise, as Pharika enters the battlefield with 2 Essences of the Wild, it will already be a creature, and it will be affected as any other creature would by Essence of the Wild.