I have started doing some hobby electronics at home and got myself an anti-static srtist strap recently.

I am unsure as to where to attach it to. Most topics I found online regarded PC building and attaching it to the PC case, but I want to use it while handling other things as well, mostly I am scared of killing my raspberry Pi. Since I live in Europe, one idea I had was to attach the clip to the earth connector on a Schuko (3-prong) outlet. But I'm not sure if it would be on the same potential as my pi or other things. And what happens if that clip comes off?

So is it safe to attach it to the ground wire? If not, where else can I ground myself?