You may have fractured it. The average healing time for this fracture is 6 to 8 weeks. Healing is considered complete when there is no motion at the fracture site and when X-rays show complete bone union.
The doctor will manipulate the broken coccyx into normal position in a “closed” procedure (without surgery) or will remove the coccyx surgically. Manipulation should be done as soon as possible after injury. Six or more hours after the fracture, bleeding around the injury and displacement of body fluids may lead to shock. Also, many tissues lose their elasticity and become difficult to return to a normal position.
Treatment after manipulation or surgical removal: Use frequent ice massage. Fill a large Styrofoam cup with water and freeze. Tear a small amount of foam from the top so ice protrudes. Massage firmly over the tailbone area in a circle about the size of a softball. Do this for 15 minutes at a time, 3 or 4 times a day. Apply heat instead of ice, if it feels better. Use heat lamps, hot soaks, hot howers, heating pads, or heat liniments or ointments.Take whirlpool treatments, if available. Massage gently and often to provide comfort and decrease swelling.
Probably ought to see a doc. Here’s a reference with more info: http://www.mdadvice.com/library/sport/sport230.html
Hope it gets better!