A simple screw will often not hold a coat hook in soft drywall material. Because drywall is not a hard material like wood, it is best to use a drywall anchor to hang your coat hook or anything else. These anchors are essentially fat, plastic screws that have hollow centers threaded for a metal screw; some of them also have tips that spread open when installed to provide extra strength.
Place the coat hook over the desired location and insert the pencil into the screw hole to mark the wall.
Use the drill and the Phillips tip to screw the drywall anchor into the wall where the pencil mark is. Tighten the anchor until it is flush with the wall.
Hold the coat hook hole over the hole in the center of the anchor, and insert and tighten the screw until it is flush with the coat hook.