Well, at least some Indians utilized coal before Europeans arrived:
"By the end of the twentieth century, the Hopi tribe was considered one of the more traditional Indian societies in the continental United States. As far back as they can be reliably traced by archeologists (to the period called Pueblo II, between 900 and 1100), the Hopis have been sedentary, living in masonry buildings. Their villages consisted of houses built of native stone, arranged around a central plaza containing one or more kivas. Hopi villages are arranged in much the same way today.
During the Pueblo III Period (1100 to 1300), populations in the villages grew as the climate became more arid, making farming more difficult. The village buildings grew in size as well, some containing hundreds of rooms. During the Pueblo IV Period, the Hopi ancestral period from 1350 to 1540, the houses, made "of stone cemented with adobe and then plastered inside were virtually indistinguishable from the older houses of present-day Hopi, except that they were often multistoried," according to Page and Page. They added that the houses of that period contained rooms with specific functions, such as storage or grinding corn, and that kiva design was "nearly identical" to that of today. The houses and kivas of this period were
heated with coal, which was also used for firing pottery."