You might have bruised your tailbone. This can cause a lot of pain. You might not have realized you hurt it. You might be sitting on it wrong and need adjustment by a doctor, or you might have a cyst on it. If it continues you should see your doctor.
Tailbone pain can be caused by several conditions. Arthritis, lack of exercise and or stretching, scoliosis, too much sitting, being overweight, osteoporosis, not having correct posture, and lifting heavy items.