The coccyx is regarded as vestigial in humans, meaning it no longer serves major functions it did in ancestor species of humans. (Those included supporting a tail and accommodating its nerves.) It does provide an attachment for muscles, such as the gluteus maximus, and also serves as something of a shock absorber when the person sits down.
The coccygeal bones fuse as a person ages.
Sitting down too quickly on a hard surface can cause painful injury to them.