A coccyx cushion will help to relieve pressure on the tail of your spine in particular, which is one of the most common physical problems that people face. You may want to consider your first purchase to be a coccyx cushion. This is especially true if you're not sure what kind of cushion you should use and you're looking to get one on the cheap. In order to ensure that you have the best possible experience with your new coccyx pillow, follow these tips while shopping for it: Make sure that the coccyx cushion is made from a high-quality material. You want to make sure that this type of pillow is made from the highest quality materials.