Some people add vanilla to their cream ale, to turn it into more of a cream soda ale. This has nothing to do with how the style was named, and everything to do with people either being confused or playing with a pun. I've tasted some vanilla cream ales, some good, some bad. You could try adding a small amount of Mexican vanilla extract (like 1 tablespoon in 5 gallons) or a couple of vanilla pods, split and seeded, at the end of primary fermentation for this effect.
Otherwise, cream ale really should not normally contain vanilla at all. Adding vanilla turns the style into a "Spice / Herb / Vegetable" beer.