When I sign a message (which has potentialy low entropy) using a
private key and i send it without the original message, can the
original message be retrieved from the Signaturen?
If you use a signature scheme with appendix it will be impossible to recover the message using other ways than brute-force (so the answer would be "yes" for low-entropy). This is the usual case for most signature schemes (like RSASSA-PSS and ECDSA). If you use a signature scheme with message recovery (quite rare, like ISO/IEC 9796-2) you can indeed recover the message.
I want to prove over an unsecure channel that i know a secret password
without revealing it
I suggest you give SRP a try for this.
It's specifically designed to combine password authentication with key-agreement (and thereby prove of knowledge of password).
Could a man in the middle who does not know the original message
create a signature using a different private key which would look like
he knew the original message?
A signer needs to know the message in order to be able to sign it. If you can create a signature that is valid without letting the signer ever see the message, you have successfully broken the standard definition of security for this scheme.