Its called coccyxdynia. Apply ice three to four time per day avoid direct skin contact. Apply for 20 min Yes pain killer works . (Anti inflammatory ) but u need prescription for that. It wil reuire for 5-7 days if you dont have any allergy or Diabeties or blood pressure or kidney prblms Use a ring pillow called saccro-coccygeal pillow. Google it. Avoid hard surface sitting Wear loose pants  /under garment. While sitting bend little forward and sit. Once symptons reduce after 5 to7 days  start basic strech excersies by physiotherpy  for pelvic and sacrral muscles.  For few day then perform those excersies at home everyday 3--4 times .

Itching and pain are not same. Itching is due to sweating. Avoid same and keep good hygiene.

Sit on soft pillows Don't sit on hard surface, don't do excessive bike or car drive Can use ring pillows Do sitz bath( putting coccyx region in hot water tub) Do keegles exercises Take Etoricoxib 90 mg for pain Consult in no relief