Anatomy of the coccyx and sacrum
In reference to this question, here is the anatomy of the coccyx and sacrum. As can be seen, the sacral portion of the spinal column is still significantly important, in terms of both structural importance and nervous integration/protection. However, the coccygeal spine does little more than anchor two pelvic muscle pairs, and a few ligaments.
In terms of “having a tail”, the closest humans tend to come to that is being born with a tiny, flesh-covered tail (when the coccyx is malformed), which is almost always removed straight after birth, or being born with spina bifida occulta, which can often present with a birthmark over the site of the malformed vertebrae, which has a tendency to grow hair. This hair has occasionally grown long enough to warrant a person inclusion in a “freak show” as a “tailed man/woman” in the recent past.