Welcome Angie:
There are at least two reasons for a door not to colse completely. One, the door may be warped; which is not usually the problem with a steel door. The other is, the door is binding somewhere on the frame and friction stops it.
Look on your door, lock edge and the frame on that side. Do you see horizontal lines that indicate binding and scraping? Make sure the hinges are tight to the door and frame. A quick check would be to open the door, hold the door knob inside and outside and raise the door up and let it down several times. If the hinges are very loose you will see them working and hear the screws squeaking. Often, on door hinges, the screws will eat the hole out and let the screw loosen; in that case you can take one screw at a time out, insert a few drops of wood glue and then a golf tee or kitchen match, break it off by hitting with a hammer and replace the screw. After you have done every screw in the wood frame just tighten the screws in the door; they are usually tapped into the steel. However, if they are into a wood band on the door, they will need the same treatment as the frame screws.
It can also be caused by the house settling or the frame getting loose on the sides. You can use a three inch screw above and below each hinge close to the back corner of the frame and about the same number of screws on the other side to pull the frame in for a better fit. If the issue is settling, that's another complete process and we'll talk about it later.
Glenn