The problems, anger, frustration and depression caused by this condition can cause all kinds of difficulties with family, friends and work. And this can itself make the pain worse. What helps above all is having someone sympathetic but helpful that you can talk to about it, whether it is a relative, friend or medical professional. Apart from the comfort they can give, they can also help you to put things in perspective and suggest practical ways to carry on as normal a life as possible. Support groups have been set up for people with coccyx pain to share experiences and give encouragement in facing these problems.
We all have to make our own compromises when faced with trying to carry on with a normal life while coping with pain. You can go too far in one direction by becoming passive and self indulgent, not bothering with normal tasks and activities and cutting yourself off from society. And that, in the end, makes your life revolve around the pain, which is no way to live.
In the other direction you can try to ignore the pain and carry on as normal, pretending there is no problem. But if the pain continues or gets worse, this becomes impossible to keep up, and you reach breaking point. So you need to avoid going too far either way. You need to find the right path, for you, between avoiding anything that causes pain, and ignoring the pain and carrying on as normal.
There are 'Pain Clinics' and 'Pain Relief Units' which can help you if you have to live with pain. I attended one in Oxford. I found that the unit focused on drugs and other methods to stop you feeling the pain and on teaching how to live with pain, rather than on removing the cause of pain. The assumption of the doctors in the unit was that nothing further could be done to remove the cause of pain. So I would suggest you look for treatment designed to identify and remove the cause of the pain before turning to a Pain Clinic.
I attended a course on 'pain management' at the Oxford Pain Relief Unit. I found it helpful to learn the mental and physical methods to prevent the pain dominating your life, and to talk to others facing these problems.
One book that I have found useful is Living with Back Pain by Helen Parker and Chris J Main. There are quite a few other books about living with chronic pain as well. Have a look in your local bookshop or library.