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You should definitely meet with your psychology advisor and discuss the feelings you are having. Another good place to reach out to is career services. I would talk with them about the feelings you are having regarding not having enough of a challenge and discuss career opportunities for graduates of psychology that are within the health care field. If those careers don't appeal to you I would then suggest doing research regarding associates programs at your local community college within healthcare (nursing, dental hygiene, radiology, etc.).
Depending on how far along you are in your major, it might be best to finish that out then apply to graduate school to continue in another field. On the other hand it might be best to transfer to a community college or another major to pursue a healthcare program. I would encourage you to take the rest of the semester to do this research and not rush to a decision.