Last May, at the age of 55, a friend and myself went rollerblading. I fell very hard on my bottom. For the first week I was in some discomfort but nothing really bad. Then all of a sudden I was in extreme pain -- could not sit or sleep. I was a mess. I went to my MD who also is with a holistic group of doctors and he sent me to a chiropractor. He manually popped my coccyx back into place. For several days I felt some relief and then suddenly the pain was back again. I went back to the chiropractor and he manually set the coccyx back again. You could hear it pop.
I was still in quite a bit of pain for two months but it slowly got better. I used ice a lot - 20 minutes at a time. Don't use it constantly as it will stop the flow of blood to the area. Take it off for a while and put it back on. I had 5-6 ice packs in the freezer.
I bought one of those pillows but felt it was a waste of money as it just didn't fit my bottom right and was more of a nuisance then anything.
I also was on pain killers when needed. I would also recommend that a person be willing to take them for a while, while your body is healing as they do make a big difference. It takes a while to heal when the coccyx is damaged because of the huge amount of swelling that often takes place in that area after an accident.
I also went to the chiropractor for full body adjustments as my fall also caused a lot of other things to be misaligned. I would heartily recommend a good chiropractor as I probably would still be in pain without it.