Ice. If you have tailbone pain or coccydynia you could start by obtaining a donut cushion to sit on. This will relieve pressure on the coccyx. You can apply a gel ice pack or bag of frozen peas to the tender area twice a day for 10-15 min. You will not want to sit directly on your tailbone for a few weeks. See a physician if your pain does not improve or for medication management.
Coccydynia. Home treatments may include use of a special creams to apply over the area. Sit on a doughnut to as to keep pressure off the area. See a pt person who has treated coccydynia to get some input. Another option is to have "cold laser treatments" these have worked - however make sure its a medical grade laser.