A.  Your complaint of pain in the tail bone is usually because of a condition called coccygodynia. This condition tends to persist despite medication and has essentially nuisance value but has no other serious consequences. The best way of preventing pain in the tail bone is to avoid the tail bone from touching down when you sit. This is best possible when you sit between two cushions kept with a space in between.

Your symptom of burning sensation in the thigh and strain in the foot seem unrelated. Though very rarely a lesion in the terminal portion of the spinal cord may present like this. But you have already reported that your MRI is un-remarkable. It is possible you have an associated disc, which is causing you the burning sensation from irritation of nerve roots. Lyrica is only given for symptomatic relief of such pains. It also has a side effect of sedation that you have mentioned. Take it only if you have severe and persistent symptom.

Your treatment should be based on your symptoms and physical signs found on examination. If it confirms a disc prolapse then after a period of restricted activity (not strict bed rest) you should get back to exercises. This decision can be made based on a review examination. I would recommend that you get a review examination done by an orthopaedic surgeon.