It sounds like you have coccydynia, which is a fancy way of saying "pain and inflammation at the coccyx". If it is better when you sit on a soft chair or lean backwards to avoid putting direct pressure on it, this could be what you have. Some people are anatomically predisposed to this or they have an injury to this area. If the pain persists, you should consult a doctor, or better yet, an osteopath for reccomendations and tratment. I assume you have checked for golf balls...