I noticed that squash will open very early in the morning and will close by afternoon. In your case, if they really never did open, it could be something environmental (temperature, amount of water) or an insect. However since they were the first blossoms, you may want to just give the plant some more time and see how later ones do. I know with mine, the first pile of flowers to open were all females, then yesterday, there was 1 female and 1 male open (I tried to hand-pollinate in that case). This morning, there were like 4 male flowers open but no females. So squash is just a nuisance. LOL