So yes, you could flip a coin 256 times and copy down the results into a 256 bit number and as long as your number is less than the (prime) number p shown above it is a valid private key.
A coin is a really bad source of entropy though.
Use 512 coins, and drop them from a height. Unleash a dog/kid into the room to scatter and or lose some coins. Then pick up 256 coins randomly

I did say "valid", not "good" or "random" or "secure".
Still, flipping a coin 256 times and then directly using the value obtained would be much better than using "stfu!" as your pass phrase to a brain wallet
