The coccyx is the remnant of what was once a human tail.
Over time we lost the need for a tail (as tree swinging was replaced by hanging out at the local water hole grunting neanderthal gossip), but we did not lose the need for the coccyx: it now functions as a support structure for various muscles and a support for a person when he sits down and leans back. The coccyx also supports the position of the anus.