I heard this in college from a teacher, and....finally.....thought to look it up. It's just like he said. You can tell who was born with a tail by a little scar in the top of their crack. (I told my girlfriend round that time that she'd had one, but she wouldn't believe me.)
Human embryos have a tail that measures about one-sixth of the size of the embryo itself.[1] As the embryo develops into a fetus, the tail is absorbed by the growing body. The developmental tail is thus a human vestigial structure.[2][3] Infrequently, a child is born with a "soft tail", which contains no vertebrae, but only blood vessels, muscles, and nerves, although there have been several documented cases of tails containing cartilage or up to five vertebrae.[4]
Extra-curricularly, I found this. It sure looks real. FREA-KAE!