Like the title says: "It will protect you tailbone and your spine". I do yoga, and I would have to omit the exercises of rolling on my spine because it would irritate my spinous processes and cause the muscle tissue around them to become inflamed. I am a 5'8", ~ 150lbs guy and do not have very much meat on my back, thus exposing my spine. The first time I tried it, the mat didn't seem that thick. But when rolling on my back during my workout, my spine did not become irritated.
I also do ab work (from P90X) and this saves my tailbone. Its "cushiony", but firm at the same time.