Using the NEO-FFI to measure Big Five personality traits among students from our faculty, we found that students of psychology are more neurotic (t = -2.34, p = .02) and less open (t = 5.98, p < .001) than the general population. Are there published studies that verify these results?
In general, females score higher on neuroticism and psychology students are predominantly female.
In some young adult norms that I've seen in the NEO-PI-3 test manual, females score about two-thirds of a standard deviation higher on neuroticism.
In my experience at the undergraduate level, about 70% to 85% of students are females. For example, in my most recent paper using a third-year Australian undergrad psych sample (n = 393), we had 79% females (Horwood & Anglim, 2018, JHB).
I believe also that neuroticism declines with age ( e.g., https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2562318/ ) and psychology students as with other university students tend to be 18 to 25 or so.
You'd have to look a little further to see whether there are differences after controlling for age and gender differences; i.e., whether there's a deeper reason for any differences.