Environmental conditions during early development play a crucial role in shaping an organism's phenotype. To test how social group size affects stress response and behavioral characteristics, we used great tits (Parus major) from selection lines for exploratory behavior, a proxy for an avian personality trait, and birds from the wild in a brood size manipulation experiment. Nestlings were tested for stress response using an established stress test and after independence subjects were tested for exploratory behavior. Nestlings from small broods showed a stronger stress response than nestlings from normal-sized broods. Exploratory behavior was not affected by brood size but associated with sex ratio in the nest. Birds from female-biased broods became faster explorers than those from male-biased broods. The results demonstrate that early social conditions can affect physiological stress responses in nestlings and that behavioral personality traits measured after fledging can be affected by the social experience in the nest.