The Pistol Squat, as demonstrated here by CrossFit Seminar Staff member James Hobart, is a one legged squat that, like the Overhead Squat, requires a high degree of mobility, that is, both flexibility and strength in those end of range positions. The Pistol is an advanced movement and it is important to develop the requisite ankle, hip and spine mobility before training this movement. Otherwise you risk potential injury, especially of the back, which is forced to flex (round forwards) to compensate for tightness or weakness in other areas.
Your coach will have many options for you to do instead that will work on building flexibility and strength in the different aspects of the Pistol. Working consistently on these modified versions will bring about your Perfect Pistol sooner than you might think!