Hi and welcome to HCM
From description it seems to be soft tissue injury
. You need an x-ray to rule out any bony injury. Meanwhile for relieve pain-
Use a well-padded seat when sitting and avoid long periods of sitting when possible.
Do sitz bath- take warm water in a tub and sit in this.It will relax the muscles around the coccyx
You can take anti -inflammatory drugs like Tablet Motrin
1 tablet as and when required ( do not repeat a dose before 6 hours) with food will help relieve the pain.
gel on the affected area.
Hope this will helps you. Take care.
You can consult me again directly through my profile http://www.healthcaremagic.com/doctors/dr-saurabh-gupta/64132