See your doctor
Various reasons why this can hurt.
Get evaluated. For some, getting a u-shaped sitting pillow, or a donut pillow to sit on is a very helpful way to off-load the coccyx (tailbone) as it heals. Anti-inflammatory medications can also help. At times a special type of injections to block some nerves in the area can help as well. But you have to first ensure there are no bad things causing the symptoms.