Al electric shocks, however small, should be taken seriously, TV aerials can have a floaty voltage on them when connected to a double insulated TV or VCR etc (which all are these days).  This is nothing to worry about, HOWEVER....

If this aerial was well fixed to the metal of the caravan and the caravan was correctly earthed, this voltage would vanish, and you would not percieve a shock.

I do hope that your caravan has not been connected to a PME earthing system.  If it has, you could percieve a small shock due to the difference in potential of the PME earth and the earth you stand on.  This potential could rise to full mains voltage if ever there was a fault on the neutral supply to the site.

You could use a multimeter to measure the voltage between the aerial/van chassis, and mother earth (poke one of the probes into the soil).

I suggest you get a spark out to take a look.

Most likely a double insulated TV as Lectrician suggests.  As it's a static caravan it's probably mostly wood? Is the aerial mounted on wood or metal?

The aerial is attached to the metal exterior, It is in the correct place as there is a sticker that states "fix TV antenna here" and the holes from the previous owners aerial are there.