See history for a specific tab in Safari with right click

You can use added hot-keys to make a whole set of different actions happen when you click a link.

This is the way I have mine set in Safari Preferences…

This way, a simple click will open the link in the current page,
Cmd ⌘ /click will open it in a new Tab but not activate it &
Cmd ⌘ Shift ⇧ /click will open it in a new Tab & also bring it to the front.

Setting the first dropmenu to 'Always' will also set a new Tab to be opened if you select the URL in another application & right-click select 'Open URL'

Instead of using your mouse you can use the keyboard to cycle through the tabs. The keys Ctrl+Tab will go forward through your ten tabs and Ctrl+Shift+Tab will go backward. At no time will these key commands close a tab by mistake.

Should you want to close a tab however you can achieve this with Command+W. Once you've finished using your browser you can close it with Command+Q.

Edit: Further to my answer in the latest version of Safari you have the ability to pin tabs. Once a tab is pinned the only way to close it is to right click it with the mouse and select "close tab" Even the Command + W keyboard combination won't close it.