I misspelled the word. It should be continuity (continous unity) or all metal parts are in direct contact with the base. The pipe nipple should have you fixed on that.
Yes you may connect the ground wire to the nipple, just wrap it around the nipple clockwise and screw the nut onto it.
Home Depot says, "you can do it, we can help" but that doesn't mean they know all about it. The guy probably never worked on a newer house that has ground wires. No, the pull chain doesn't hurt anything.