Is it safe to eat the clam that didn't open?
Before steaming the clams, they should all be closed. If any of your clams are open, give them a tap and if they stay open, then it is bad and you should take it out of your batch to prevent it from ruining the other clams.

After you have steamed the clams, most of them should be open. The few clams that stay closed doesn't necessarily mean they are bad. Take a thin knife and pry it apart. It's very easy to tell if the clam is bad just by smell. 

Edit: After being called out on my fallacy to believe certain kitchen myths without further research, I learned that indeed it is a myth that clam/mussel that refuse to open after being cooked is unsafe to eat.

A clam/mussel has a shell with two halves. These shells have elastic ligaments that naturally want to be open. To keep the shells closed, they have adductor muscles to hold the shells together. Most of the time the heat will denature the proteins in the adductor muscles causing it to release the shells. But sometimes it can cause the muscle to "seize" and hold firm.

This article gives a background of how this kitchen myth started: Mussel Myth

Clam or Mussels that refuse to open after they have been cooked IS NOT an indicator that they are bad. Pry them open and it can easily be determined whether they are bad by the smell.