How does vestigial structures show evidence of evolution?

Vestigial structures are structures with no known function to an organism. Common examples in humans are the coccyx (tailbone) and the 3rd molar (wisdom tooth). Vestigial structures show evidence of evolution by acting as information of the organism's ancestor. 

For instance, humans evolved from a primate-like ancestor which probably had tails (hereby, the tailbone) which they used from swinging through trees. This primate-like ancestor probably is a herbivore hence the use of 3rd molar is useful in grinding plant based foods.