While planning to install your weather vane, wind vane, the question arises, should the weather vane be grounded? I have designed grounding systems for the petrochemical industry for close to 50 years, and have designed a few grounding and lightning protection systems during that time. A building site, whether it is a house, a garage, a barn, or at all event, may have several grounding systems. A dominant system is the electrical safety ground system. This is the wire that connects a ground electrode, sometimes a water pipe, to the breaker panel and is routed to all the receptacles. The electrical safety ground insures a good ground connection which is required to trip the breaker in case of a short circuit. If you have a computer system, you may need to have a separate secluded ground system to prevent electronic noise by the ground system. The one we want to talk about now is the lightning protection system and your weather vane. An effective lightning protection system will have a series of lightning rods, properly spaced at the high points of the structure. The lightning rods will be connected to each other and to ground rods with copper or aluminum conductors. The lightning protection system helps drain the negative ions in the air as it moves across the lightning rods, decreasing the probability of a direct lightning strike. The negative ions build up as the air moves across the earth. This is similar to static electricity such as sliding your feet across the carpet and then touching something and drawing an arc, and as you know, lightning is more powerful.
In conclusion, it is my opinion that your weather vane should never be connected to your electrical safety ground or to your secluded computer ground. If you have a lightning protection system installed on your structure, then you should connect your weather vane to your system with an appropriate conductor. If you do not have a lightning protection system installed, then a ground connected to your weather vane is not needed and may already be damaging during a storm.