When you answer this question, use a subject that helped you become a better person or a better worker. Although this question is asking for you opinion and there is no wrong answer, you should take advantage of this question by showing your strengths.
This is a simple answer but a very good one. An engineer is mostly technical and they might lack skills in human interaction. So an engineer saying their favorite course was psychology demonstrates that this person has both technical skills and the ability to work with others better. It lists several good examples such as understanding both strengths and weakness along with understanding different people.