Get WooCommerce product attribute taxonomies in a SQL query on WordPress database

With WordPress to make a custom SQL query, you should always use the dedicated WPDB Class and related methods as get_results(), this way:

global $wpdb;

$results = $wpdb->get_results( "
    SELECT attribute_name
    FROM {$wpdb->prefix}woocommerce_attribute_taxonomies
" );

if ( count($results) > 0) {
    $data = []; // Initializing

    // Loop through results objects
    foreach( $results as $result ) {
        // add each value to an array
        $data[] = $result->attribute_name . "<br>";
    }

    // output data of all rows
    echo implode( "<br>", $data );
} else {
    echo "0 results";
}

Better, when you are querying one column of a table (as you are doing), you can use get_col() method this way:

global $wpdb;

$results = $wpdb->get_col( "
    SELECT attribute_name
    FROM {$wpdb->prefix}woocommerce_attribute_taxonomies
" );

if ( count($results) > 0) {
    // output data of all rows
    echo implode( "<br>", $results );
} else {
    echo "0 results";
}

The best easy way is to use WooCommerce wc_get_attribute_taxonomies() dedicated function:

$output="<ul style="list-style:none;">";

// Loop through all Woocommerce product attributes
foreach( wc_get_attribute_taxonomies() as $attribute ) {
    $attribute_label = $attribute->attribute_label; // Product attribute name
    $attribute_slug  = $attribute->attribute_name;  // Product attribute slug

    $output .= '<li class="'.$attribute_slug.'">' . $attribute_label . '</li>';
}
// Output
echo $output . '</ul>';

Related thread: Get woocommerce product attributes to sidebar