Any fine differences in meaning are of very little importance. Might there be a "user" who is not a "consumer"? The user would refer to the user of the social media platform. The :"consumer" may relate to people who have spent money for the brand or product. But in order to post content, the consumer must also be a social media user. So I think that there is very little difference in these three terms.
A fourth way of saying this, which maybe I like a little better, would be "User created content." But for all practical purposes, all mean the same thing.
User Generated Content, Consumer Generated Content and Consumer Created Content all mean the same thing. They all refer to the content that is generated or created by an Internet user who is a consumer of this information or content. Social media, however, refer to the online platforms that host this content.
The difference here could be that social media generated content intimates a broad spectrum of inputs that could be consumer (that is market/resource driven), political, , business, social, communicative, self focused and cultural. The other three inputs discussed are by definition market or resource driven, a consumer being an entity that consumes a commodity or service or an organism that predates a plant or another organism (http://dictionary.reference.com/browse/consumer?s=t). Thus the "User Generated Content vs Consumer Generated Content vs Consumer Created Content" elements are a different matter to social media content.