A Freudian slip is...

A Freudian Slip is when you say one thing and mean your mother

This joke is a definitional pun. it refers to Sigmund Freud, which most westerners remember as the guy that thinks that everyone has a thing for their mother or father. A Freudian slip, is when you accidentally say something that reveals what your subconscious was thinking.

The pun part of the joke is that "your mother" (the expected end of the sentence) is similar enough to "another" to invoke the idea of a pun.