You don’t need to wonder, because there are humans with tails.
Yes, it is a medical oddity that happens in very few cases, but the fact is human embryos have precursor structures to a tail that are usually lost later in fetal development, leaving just the coccyx or tailbone as an internal reminder that we’re really not that far removed from our tailed ancestors.
When the right mutations strike, a baby may retain and develop those structures and be born with a true tail, without bones but with muscles and nerves (there are also pseudotails that are more tumors than actual body parts). As you could expect, these tails are pretty much like the rest of the human they’re attached to: mostly free of hair.