Naah, I wouldn't worry. If you'd landed face down or hit your belly that's one thing but your tailbone is really meant to absorb that kind of impact. Take some Tylenol if you're sore, a little heat might help too, but no need to rush in for just a fall. Obviously if anything changes - if you have several contractions or see any bleeding or stop feeling normal movement - that's a different story. But for now as long as everything else is normal I wouldn't worry at all.
I would call your doctor as soon as possible, they will tell you whether you should go in or not. I fell about 2 weeks ago and didn't tell my doctor, but I told a nurse the other day and she told me that if it happens again to tell my doctor right away.