Most likely is just because the baby is outing a lot of pressure down there. Also your spine may be out of line. Try going to the chiropractor. I bet they could help you out a lot
That May be Totally Not What You Have But That's The First Thing I Think Of When I Hear Tailbone Pain Lol Sorry.
You Might Want To Go To The Doctor And Ask Them. It Could Be Just From Your Hips Adjusting But It Could Also Be A Cyst. Look Up pilonidal Cyst And See If That Sounds Like What You're Going Through...... Unfortunately My Husband And I Both Get Those And They Are The Worst Pain. Can Make Walking And Sitting Painful.