This is quite similar to this question
The expectation value is:
$$
\langle p\rangle = \frac{\hbar}{i}\int_{-\infty}^{\infty}dx\ \psi^*(x)\frac{\partial \psi(x)}{\partial x} \underbrace{=}_{\psi \ \mathrm{real}} \frac{\hbar}{i} \int_{-\infty}^{\infty}dx\ \psi(x)\frac{\partial \psi(x)}{\partial x}\
$$
The result then follows directly by integrating by parts (assuming $\psi$ vanishes at spatial infinity, as it must to be normalizable):
$$
\langle p \rangle = -\frac{\hbar}{i}\int_{-\infty}^{\infty}dx\ \frac{\partial \psi(x)}{\partial x}\psi(x)
$$
So that $\langle p\rangle = -\langle p \rangle$, which implies that $\langle p\rangle = 0$.
There are many other ways of seeing this. The first is that $p$ is a Hermitian operator, so the expectation value is necessarily real. As the integral is real, but there's a factor $\hbar/i$ in front, the integral must be zero.
An alternative way is to consider the Fourier decomposition of $\psi(x)$, which can only contain the $k = 0$ term if $\psi(x)$ is real.