Hello,
I am growing a coconut from a store bought seed for the first time! But that doesn't mean I can't help you! You must tell me what kind of soil you have it in. But in the meantime the best methods are taking cotton swabs and rubbing the leaves with alcohol, or deluding a insecticide in water and watering your plant with it, or if you see them all in and emerging from the soil I would go to a family owned nursery where you know they have quality soil and transplant the coconut into new soil. I think transplanting the coconut is the best method. You should strictly get a well draining palm, cactus, citrus soil. Then take out the coconut plant and hose all the soil out of the roots without damaging the root system and the whole plant to get any bugs out of the leaves and the crown (center) of the palm. Then cleanout the pot your coconut is currently in. Then fill the pot back up with the new soil you got and transplant the coconut. Leave the plant alone for awhile (maybe 2 or 3 weeks). Inspect it daily. If after 2 or 3 weeks, the bugs return then I would treat it with insecticidal soap and alcohol. I hope your Coconut survives!

Tips:
-Bugs could of came from outside, (don't put plant outside)
-Bugs could of came from another plant inside, (separate the coconut plant from any other plants)

PS: GOOD LUCK!!!!!!!