Mri found subcutaneous cystic [email protected] of coccyx, 9mm, may represent sebaceous cyst? Clinical correlation needed? It's immobile, do u thinkits sebaceous?

May be. It is not feasible to provide a meaningful opinion without examining you and your imaging studies. The doctor who ordered the MRI is in a better position to advise as s/he knows more about your health.
Wish you good health!