There is a type of cyst that can grow on the end of your tailbone. http://www.emedicinehealth.com/pilon...article_em.htm
I had one when I was a teenager after falling squarely on my tailbone on the basketball court. It is exceedingly painful. After months of pain, we went to the doctor and the cyst was diagnosed and "lanced" in the doctors office. After that I had it lanced a few times a year until I couldn't stand it anymore and had surgery to have it permanently removed. That was 30 years ago and it's still gone, although they do have a 10-20% chance of growing back.