Hi there ~
I understand your concerns. While it might have helped in some way to use the prostate
massager, it can also have vasovagal reactions like syncope
i.e. feeling lightheaded and dizzy. I believe the tenderness around the tailbone is also related to the massage. I believe it will get better over time. I think that you may do well with waiting for some more time and if things do not improve please see a qualified doctor.
I hope this helps. Take care and have a lovely day!