First of all, pain in coccyx need a long period of time for recovery and a great care in daily life is a must, such as concern your sitting position, avoid sitting on a hard surface for a long time and do not play extreme game.
In fact, it is not very serious in long term if you have a pain in coccyx (lower end of the spine near the anus), since there is no so many nerve.
Of course, you can have a medical advice especially a X-ray for your lumbar spine with coccyx is needed if the pain is prolonged for more than three months.