What Causes Pain In Tail Bone After Coughing During Pregnancy?

Hi, I'm 33 weeks pregnant and had a very bad cough so when I cough suddenly I felt like something broke on my tailbone area and from then it was so painful. Went to see doc and mentioned that pain will normally go off after 1 to 2 weeks. How would I know whether I just sprain or fractured my tailbone? And is it ok to still have normal delivery?