Here's what you should investigate:
* Check the fuse: Locate your car's fuse box (usually under the hood or under the dashboard) and find the fuse designated for the horn. See your owner's manual for the fuse box diagram. Check if the fuse is blown (look for a broken filament). Replace it with a fuse of the same amperage if it's blown.
* Steering wheel and horn contact: The horn is often activated by a contact in the steering wheel. Over time, this contact can wear out or become dirty. Try firmly but gently pressing on different areas of the steering wheel around the horn button. Sometimes a thorough cleaning (with contact cleaner, if necessary) of this area can solve the problem.
* Horn relay: There's usually a relay that controls the horn. The location varies by car, check your owner's manual. You might try replacing this relay, though it's less common than a blown fuse.
* Wiring: There's a possibility of a broken wire in the horn circuit. This is more difficult to diagnose and requires some electrical knowledge or professional help. If you suspect this, you'll need to trace the wiring from the steering wheel to the horn itself.
* Horn itself: In rare cases, the horn might be faulty. This usually results in the horn not working at all, not being stuck on.
If your horn is stuck *on*, immediately disconnect the battery negative terminal to stop it. This is a safety precaution to avoid draining your battery. Then you'll need to diagnose and fix the underlying electrical problem.
If you're not comfortable working with car electrical systems, it's best to take your Pontiac Grand Am to a mechanic to have it diagnosed and repaired.