Can thhn stranded wire be connected to circuit breakers in a electrical panel. What are the pro and cons (if there are any)?

Thanks

It certainly can.
There are no pros or cons. It is simply a type of wire. More accurately, a wire insulation type.

THHN defines the insulation type of the wire. THHN insulated cable can be used in "Damp" or dry locations. Please see NEC section 310.13 for break down of the insulation properties.

Yes it can be used in your panel box. The advantage of stranded or solid core is that it is more flexible.

Can you please tell us a little more about what you are trying to accomplish?

To expand on what donf said for the less knowledgeable visitors.

Most THHN wire you buy today is also marked THWN which is what makes it suitable for wet locations. Wire labeled only as THHN cannot be used in wet locations.

A point of correction, my response should have said Dry and Damp locations.

THWN is listed as Dry or wet Locations.

I knew you knew, just wanted to point it out for those that might not. :)