I'm not saying this would help everyone as I know some of you have to avoid impact type activities. However, I was sore before I went, but after, all my buttock muscles felt a lot more relaxed and 'free'. This in turn helped my coccyx feel less painful.
I followed this up with a hot shower, and deep tissue buttock massage from my husband when I got home. I'm now on my heat pad to ensure the muscles stay warm and relaxed for as long as possible.
Often I'll power walk at the gym and this seems to help too. I do weights every now and then. However I have been advised to NEVER do any seated weights as this would put too much pressure on my coccyx, which as mentioned before is hyper mobile and degenerating.
That being said, you should always seek medical advice before embarking on any type of fitness regime and check what is best for you. Some people find HIIT aggravates their coccyx pain. With all activity you need to increase gradually, slowly building up your strength, endurance, core stability, abdominal strength (as this protects your back), and always making sure your posture is good, and you have the correct footwear. If you experience any pain- then STOP.
As I said- activity helps me, it may not help everyone. Seek professional advice please, before embarking on any type of activity, especially if you are new to it.