A coach will say "What do you want to do" while a manager will say "Please do this".
Book: Trillion Dollar Coach: The Leadership Playbook of Silicon Valley's Bill Campbell
Kevin Kelly said in 103 Bits of Advice I Wish I Had Known, "When you lead, your real job is to create more leaders, not more followers." In other words, the coachee should initiate a plan rather than wait for a plan to follow.
I've been working with an English coach recently, and I feel the same way. I learned the most when I initiated my own plan to learn instead of following the default learning material provided.
As to having a coach, Eric Schmidt also shared a story about "Everyone needs a coach". In Eric's first year at Google, John Doerr suggested that he needed a coach. Eric replied, "I don't need a coach. I'm really good." However, he still got a coach in the end since John said that "even the best tennis players in the world have coaches". No matter what you're doing in life, a coach will help you grow, stay on track, and see things you wouldn't otherwise observe.