Tail bone or coccxy injuries can be very painful.If you had no trauma to the area it is possible that it is a case of degenerative disease of the coccxy. Degenerative disease are changes that occur over time and will eventually manifest themselves either with injury or idiopathically,unexplained. There are a few things that you could do to ease the pain. Get a donut, small round padded cushion that you can sit on that will relieve the pressure when sitting. It would also be helpful to take an anti inflammatory. Here is a link to more information on coccyx pain and treatment.
I hope this helps.If you have further questions feel free to ask. If not, Thanks