Many people want to burn natural gas instead of coal, but the only extra gas is in places like Texas and Canada, a long way away and very expensive. Some say we should just use less electricity, but that is hard because it is so useful. What to do about coal is a very big question. One we all need to think about. First of all, the whole issue of climate change being due to human activity is, literally, up in the air.
Scientists disagree, politicians disagree, and so does everybody else who has studied the issue.
Second, most people think that if humans are having an effect on climate, it is to make the weather warmer. Whether this is good or bad is another big issue of controversy. So there is also no clear, simple reason to do anything about it at this time. At this point it is just a big argument. Where coal comes in is that one of the possible human drivers of climate change, if there is one, is carbon dioxide, or CO2.