This is commonly called tailbone pain or coccyx pain, is a fairly rare and relatively poorly understood condition that can cause persistent pain at the very bottom of the spine. This part of the spine is the coccyx, or tailbone. Coccydynia is felt as a localized pain and will generally feel worse when sitting or with any activity that puts pressure on the bottom area of the spine.

The condition is much more common in women than men. It is usually caused by local trauma (e.g. a fall) or giving birth. On rare occasions, an infection or tumor can also cause pain in the coccyx.(Here there is a video about coccydynia causes and medical treatment
https://www.youtube.com/watch?v=3eI95wM1mM8)

Coccydynia symptoms may consist of one or all of the following:

Pain that is markedly worse when sitting
Local pain in the tailbone area that is worse when touched or when any pressure is placed on it
Pain that is worse when moving from a sitting to standing position
Pain that is worse with constipation and feels better after a bowel movement.
A combination of treatments to reduce the pain and activity modification to keep pressure off the tailbone usually suffices to control or alleviate the pain. In very rare cases, surgery to remove the coccyx may be recommended, but the surgery (a coccygectomy) will typically only be considered if the pain is severe and at least several months of non-surgical treatment and activity modification has not been effective in relieving the pain.

Treatments for coccydynia are usually noninvasive and local. The first line of treatment typically includes:

Non-steroidal anti-inflammatory drugs (NSAIDs). Common NSAIDs, such as ibuprofen, naproxen and COX-2 inhibitors, help reduce the inflammation around the coccyx that is usually a cause of the pain.
Applying ice or a cold pack to the area several times a day for the first few days (2 weeks ) after the pain starts.
Applying heat or a hot pack to the area after the first few days ( when redness,warmth or swelling is absent).
Avoiding sitting for prolonged periods, or placing any pressure on the area, as much as possible.
A custom pillow to help take pressure off the coccyx when sitting. Some find a donut-shaped pillow works well, and for others it is not the right shape and still puts pressure on the coccyx. Many prefer a foam pillow that is more of a U-shape or V-shape (with the back open so nothing touches the coccyx). Any type of pillow or sitting arrangement that keeps pressure off the coccyx is ideal.
If the tailbone pain is caused or increased with bowel movements or constipation, then stool softeners and increased fiber and water intake is recommended.
Stretching-Gently stretching the ligaments attached to the coccyx can be helpful. A physical therapist or trained healthcare practitioner can provide instruction on the appropriate stretches. (Select from sacroiliac joint treatment, focus on extension exercises)
Ultrasound- Physical therapy with ultrasound can also be helpful for pain relief.
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