What do top players' get from coaches? I read an article about how Wesley So hired a coach. Well, Wesley is rated 2800 and is far stronger than his coach ever was. I'm just wondering what a coach would have to offer to a player as strong as Wesley, and if it's really worth the money.

In physical sports, coaches can provide plans. For example, in tennis, Nadal is a great player. His coach can give him plans so that Nadal can go out and execute them. The reason Nadal is better than his coach is because he can execute the plan. 

But, in chess, the plan is the sport. If Wesley So's coach can make better plans than Wesley So, why isn't he a better player than Wesley ?
Being a good coach takes a different set of skills than being a great, or world-class player. You can't just say that the coach makes better plans, as that is over simplification and somewhat inaccurate. The point of the coach is typically to help the player identify and eliminate their weaknesses, whether it's tactics, strategy/positional considerations, technique, opening, middlegame, endgame, etc, or non-chess considerations like diet and exercise. The coach will also have different ideas on how a position could be played, and can be useful in bouncing ideas around with, or analyzing opponents weaknesses.