The most efficient and fast way to get rid of your tailbone pain is to take non-steroidal anti-inflammatory drugs, although before settling to medications, primary treatments like few changes in your daily activities are suggested to ease the pain. As they say, prevention is better than cure, it is always important to make sure you are not unintentionally putting your coccyx under pressure. One of the most common reasons for Coccydynia is prolonged sitting. If you have a poor posture while sitting, try to rectify that by using appropriate support-pillows and posture corrector braces. Since the way you sit can give the coccyx a fair amount of pressure, try to sit always with your back against the chair and your feet flat on the ground.
To ease the discomfort caused by the tailbone pain, one can use ice packs or hot pads on the area or even a good massage can help. You can also get an appointment with a physiotherapist who can suggest you exercises and stretches to strengthen the muscles supporting your tailbone. You could also bring dietary changes if the pain is increased when you have constipation or hard bowel movements.
If these try-at-home methods cannot reduce the pain, you can get the aid of drugs, such as Ibuprofen (Advil), Celebrex (COX-2 inhibitors), Naproxen (Aleve), etc., which are non-steroidal anti-inflammatory, over-the-counter medications. If you consult a doctor, he/she may suggest you get a steroid injection or a nerve block, depending on the intensity of the pain.