Tehillim is plural of Tehilla (תהלה). Tehilla looks like a feminine noun, which is why there's a word called תהלות.
So why is the sefer called Sefer Tehillim?
It’s basically chazal’s version of The Praises. It is a way to distinguish it from random praises. It is a formal noun. Another example is that Teffilin is called teffilin to make it a formal noun, and to distinguish it from tefillot.