There will, of course, be people who will say there is no problem eating them. The fact that you are asking shows you are concerned. I would err on the side of caution and not eat them. If a wild animal such as an opossum has been near it, there is a chance of bacteria.
According to the Humane Society of America, saliva of an infected animal could transmit rabies if it were to come into contact with the mucous membranes of a human. The risk of rabies in possums is low, however.