I recently discovered I was not alone in having a small hole in my extreme lower back, just where my coccyx is, at the top of the cleft of my buttocks but I have not been able to find any information of what or why this is? It is extremely sensitive and I suffer a lot of lower back pain, I cannot tolerate pressure applied to my coccyx and sitting for a long time causes me a lot of pain. I was told I might have some trapped nerves between my last few vertebrae.

I was treated for mild scoliosis as a child, I'm not sure if that could be related.

Can anyone please tell me why that hole is there, is it normal, should I see a doctor etc? I just need some information and advice.

You need to see a doctor for this. Just from your description it sounds like a mild form of spina bifida.

It sounds like a pilonidal cyst.