The "tailbone" or coccyx at the end of the spine can become extremely painful in some people. Women are affected more than men for several reasons. One is trauma that occurs during childbirth.
The child moves past the coccyx as he or she descends down the vaginal canal. A large baby or awkward, twisted presentation can push the coccyx out of its normal alignment.
The second is the difference in pelvic anatomy between men and women. In females the opening where the sciatic nerve passes through the pelvis is wider than in men. The result is for the entire sacrum and coccyx to tilt backward. This angle puts the coccyx at greater risk for injury.
In males the narrow sciatic notch tilts the sacrum and coccyx forward. There's more protection for these body parts with the sacrum and coccyx tucked under.
When you sit straight up, you can feel the pressure on the ischial tuberosities on your bottom. These are commonly referred to as the "sit bones." These bony prominences on the pelvis are further apart in women compared to men. When sitting, the coccyx is positioned between these two points. A wider distance between the sit bones means more pressure on the coccyx.
Finally there may be some people who have instability of the coccygeal segments from birth. Over time abnormal motion occurs causing pain. This could be a hereditary trait but it hasn't been proven yet.