Generally speaking, any vector you get from doing a cross-product is a pseudovector. This because when defining a coordinate system, you have two options: you can define a right-handed coordinate system, or a left-handed one. In a right-handed system, the index finger points in the $x$ direction, the middle finger points in the $y$ direction, and the thumb points in the $z$ direction.
The same is also true for a left-handed system, but you use your left hand instead. The definition of the cross product is:
$$
\begin{cases}
\mathbf{\hat x} \times \mathbf{\hat y} = \mathbf{\hat z}, \\
\mathbf{\hat y} \times \mathbf{\hat z} = \mathbf{\hat x}, \\
\mathbf{\hat z} \times \mathbf{\hat x} = \mathbf{\hat y}.
\end{cases}
$$
If you just look at the first line alone, a cross product of something in the $x$ direction with something in the $y$ direction will always result in something in the $z$ direction, regardless of whether our system is right or left-handed. Hence, $\mathbf{\hat x} \times \mathbf{\hat y}$ in a right-handed system would point in the opposite direction to $\mathbf{\hat x} \times \mathbf{\hat y}$ in a left-handed system! But our choice in system is completely arbituary, and our preference for right-handed systems is only a result of most of us being right-handed.
In physics, some vectors like momentum, acceleration, etc. do not depend on this arbitrary choice, but since the magnetic field is the result of a cross product between the current flow and the position vector, it evidently does. In this sense, it is less "real" than those other vectors, hence the name "pseudovector". We could have certainly used a left-handed system instead, and the magnetic field would reverse in direction, but this doesn't matter; we don't observe magnetic fields, we observe their effects on moving charged particles. And since this effect is also given by a cross product,
$$ \mathbf F = q \mathbf v \times \mathbf B,$$
as long as we are consistent with our use of the right/left-hand rule, we will get the same direction for the force regardless of our choice is handedness. In that sense force is more "real" of a vector than the magnetic field. (If you've studied any rotational mechanics, other examples of pseudovectors include angular momentum and torque, both of which incidentally result from cross products.)