Coccyx pain could be a symptom of cancer. This is rare, but you need to get it checked. Tami Ross had coccydynia for 21 months before discovering it was due to a malignant tumor. Nicki B had a non-malignant tumor. Both of these were discovered by an MRI scan. Tami's was confirmed by a CAT scan.
Another sufferer found that the cause of the pain was a tumor in the spinal cord. Such a tumor can cause pain anywhere, and the pain usually seems unrelated to physical exercise. These tumors cannot be seen by an ordinary x-ray, only MRI or computer tomography. Nowadays tumors in the spinal cord can be operated quite successfully and so it was in her case.
If you are concerned that cancer could be causing your pain, ask your doctor about it directly.
MRI or CAT scan.