I've been snowboarding for a few years and I always wear protection. Helmet, goggles, knee pads, wrist guards, etc. And as somebody already mentioned it is very important to learn how to fall to minimize the potential damage.
Is it possible to not land on your tailbone when you fall on heel edge? I feel like the board guarantees I hit exactly the same spot each time. I took my first snowboard lesson a week ago and while the morning was fine, the groomers had been scraped away to reveal the ice underneath in the afternoon and I did a number on my coccyx...