The area you described is at the bottom of the sacrum and of the coccyx. There are a lot of muscles that attach to this area. Especially those of the pelvic floor.
Unfortunately, this can sometimes be difficult to treat. Conservative measures are always attempted first. This basically entails taking pressure off the area, with the use of padded seating or use of a inflated donut.
If the pain becomes persistent, then a determination of what exactly is causing the problem needs to be determined. This can sometimes take the expertise of several different specialties, including orthopedic surgeons, colorectal surgeons, gynecologist/urologist, and physical therapists.
So, if the pain becomes a problem, you should probably start with your primary care physician and go from there. Good luck.