Hi,
I had this when I had DD. It might just be some bruising that is taking some time to go down. Or you might have done it a bit of damage. It could be knocked out of alignment slightly. At the other end of the spectrum, you might have fractured it (much less likely!).
It's definitely worth seeing your GP. In my case I'd tried physio (manipulation, ultrasound and pilates) and it hadn't got any better. I got a referral to an orthopaedic surgeon who did some MRIs and standing x-ray. He concluded I hadn't broken it, but that it was extremely bruised and slightly out of place. I had two lots of corticosteriod injections and manipulation under sedation and local anaesthetic and that, in conjunction with pilates, pretty much sorted it.
I should point out, that I sustained multiple serious birth injuries when I had DD - both the overall damage and the damage to my coccyx was pretty extreme and it took more interventions to get it to heal. If you are otherwise OK, chances are the damage is at the minor end of the spectrum.
Do you have a coccyx cushion? This is a wedge-shaped cushion with a hole cut out of the back, where your coccyx would. Keeps all the pressure off when you sit. Mine was an absolute godsend. Acupuncture also helped with the inflammation and pain.
So yes - see your GP! A physio referral is a good start. But if it continues to cause you problems, don't be shy about insisting on a referral to an orthopaedic surgeon (who specialises in birth traumas to the pelvis) for further investigation.
Good luck.