I have been having tail-bone pain for several months when I am sitting. What should I do?

See below. Sounds like you have coccydynia or 'tailbone pain'. This can occur with trauma to the tail bone, abnormally positioned coccyx, or poor sitting posture. Try using a good lumbar support to help shift your pelvis forward. This will put the pressure on your ischium. (bottom part of pelvic bone), and will shift the weight off of your coccyx (tailbone).
Cause of pain? . Pain from problems in the tailbone of coccyx can be annoying and disrupt life. Did you have any trauma recently or give birth recently? A fractured coccyx during child birth or from trauma that has not healed can continue to cause pain. If there is a definite tenderness along the coccyx between the buttock; seeing a medical profession to rule out fracture may be beneficial.