To have Vim Psql's editor

I'm not sure about psql, but if something is goofed up with $EDITOR it will probably fall back on the system default as defined through the /usr/bin/editor symlink, which is nano by default. If you have admin access, try

sudo update-alternatives --config editor

and select vim there. I think programs should still respect $EDITOR if it's defined but that will define the fallback. It's the only setting I use and it works just fine.