Cambo is right about the meteorite, it would be VERY dense and heavy... anything lighter would be burnt up in the entering the atmosphere, not to mention all asteriods (meteors) that we know of are of the same consistency as what we assume the Earth's core is made of.
Where exactly was this found? Mountians around in the area? What kind of sand?
Coal isn't usually found in the middle of sand. To make coal requires that there was a forest (or alot of bio material) that was buried very quickly before decomposing occured... bogs and old swamps are usually the cause... which have clay deposits, not sand.
The only way I could see if it were coal is if it were near a river bed and was deposited downstream.
Need more info, or a good pic would work.