What are the names of their coaches? | Do you mean list the names of players and names of their coaches together? | Yes
SELECT T3.Player_name , T2.coach_name FROM player_coach AS T1 JOIN coach AS T2 ON T1.Coach_ID  =  T2.Coach_ID JOIN player AS T3 ON T1.Player_ID  =  T3.Player_ID
names of players and their coaches together implies joining player information with coach information; player_name and coach_name are required fields; association between players and coaches is made through an intermediary table (player_coach) linking players (Player_ID) and coaches (Coach_ID).