I've read this Reddit /r/Borderlands post, 'Is it just me, or is Krieg "heavy"?' and its comments, and learned that Krieg is heavier than most (or all) of the other characters and more resistant to knockback attacks.
Quoting the related part of the post and some of the comments:
I [playing as Krieg] can't grenade jump as high as with the other characters.
...that's just how Krieg works. His greater mass makes him largely resistant to knockback attacks, too, which is why he can go toe-to-toe with Loaders.
This is because we made Krieg's mass heavier than the other characters. The change was so that many of the enemies (notably the loaders) could not create situations where you could not be effective with Krieg's action skill because they would knock you back so far that you could not get a hit in on them when you closed to melee range.
The unfortunate side effect is that the impulse on the geyser is not enough to get you up as far when you are playing Krieg. It was a trade well worth making since the entire character was frustrating and unfun before this change.
I would like to know: How do the other playable characters rank in terms of weight or knockback attack resistance? Are the rest pretty much the same, or are some characters, heavier than the others?