What can cause coccyx pain with no reason?

Coccyx: Consider injury, adhesions, inflammation, referred pain, infection, mass.

Old trauma: One of the causes of coccyx pain is previous trauma to the area. Also, bicycle riding, particularly spinning where there is a lot of banging into the seat, can contribute to coccyx pain. Muscle spasm of the pelvic floor can be a cause of coccyx pain. I would start with a visit to the doctor.