THHN is simply a type of insulated copper wire. It is generally what is pulled through conduit. I use 10ga. stranded THHN from my dishes, through my grounding block, to my main electrical panel.
There are other reasons for grounding, both the antenna and coax. Frankly, nothing the average consumer can do will protect a system from a direct lightning strike. With the antenna in the attic, that is very unlikely. But there can be static build-up and electrical interference from any number of sources that grounding will reduce, and if you have a nearby lightning strike the induced EMP can be significant and a ground can help dissipate that.
I don't believe the NEC covers indoor antennas, so there is no set of rules to follow. I doubt you have any water pipes in the attic (freezing possibility) unless you are in a very temperate climate. But if you do have one and you are sure that it is continuously conductive to the point where it enters from the earth then that could work. (Note that the NEC requires that you connect an electrical ground to a pipe within 5' of where it enters the house, and it must be on the "earth" side of any meter.) Failing that, if you can run a separate ground, the 10 ga. THHN would be adequate. Heavier gauge is better and it doesn't need to be insulated. Or you can tap into the ground conductor in the house wiring itself. If there is a box somewhere convenient, just run the ground into that box and connect to the ground wires inside there. Otherwise maybe you can install a box. Any of these will be adequate for the static and interference protection which is your main objective. In general, heavier gauge and shortest possible run are preferable...
