The most common causes for pain and bump under tailbone are
Pilonidal cyst/abscess/ sinus
While coccydynia is due to the pain and inflammation in tailbone,pilonidal cyst causes pain and discomfort when the cyst becomes infected and becomes abscess.
Chronic pilonidal abscess results in pain and drainage
of fluids resulting in the formation of pilonidal sinus
Consult your doctor for the examination and diagnosis of your problem.
Once the diagnosis is made,treatment becomes easy.