When we talk of advantages of any substance we generally relate it to some specific use and usually in relation to some other substitute material. in absence of any specific use or alternate substance identified in the question, we will discuss the uses and advantages of coal in general.
Coal is used primarily as a fuel for generating heat energy. The second most important use of coal is as reducing agent in some chemical process. For example, coal (in the form of coke) is used in iron smelting. Then there are many other minor uses of coal such as a medium to filter water and as an ingredient other substances to impart some specific properties to them.
When we compare coal with other fuels, its major advantage is its abundant availability. Also being solid and less inflammable it is easier and less hazardous to store and transport. These factors also make coal more economic in terms of calories per $.
Being solid also means that for many applications the equipment required to generate and use coal heat is simpler and less expensive. As a matter of fact at times we do use coal by simply lighting a heap of coal.
Then some application, particularly in cooking that makes use of infra-red heat, coal can be used to produce the infra red heat directly. Liquid and gaseous fuels cannot generate infra-red heat directly.