For some, this is because they don't have a seat that fits them correctly. For others, it's simply because they their seat isn't adjusted correctly. For the rest of us, it's usually because we haven't sat on a bike seat lately, or we've simply been on one a little too much.
It's true, even I have a sore ass from time to time. If I haven't been riding for a while, it can take a few rides before my rear end gets used to riding again, and even then, if I push it too long, things can ugly. The fact is, our rear ends need a little break in much like a new car. So if you think your seat is properly adjusted and it fits your anatomy correctly, have just a little patience, take it easy, and break yourself in.
For help with adjusting your seat position check out our guide to Setting Up Your Seat Position. On the other hand, if you think your seat might not fit you right, especially if you are a woman, check out our guide to Why Your Seat Is So Painful.