I didn't really follow the primaries for this state. Was there no one else that the Democrats could have put up to run?
Basically any Democrat other than Coakley would have won.
Not necessarily; the race has developed in the way it has more because Baker is running a strong campaign than because Coakley running a weak one. In pre-primary polls Grossman and Berwick were losing to Baker (by high double digits in the latter case), while Coakley was still winning by double digits.
Grossman
was probably still the better candidate despite the polls, because he is the better politician, he's fairly centrist, and (most importantly) he was the choice of the state Democratic Party establishment, which has been giving Coakley almost zero GOTV support compared to its usual efforts. Polls have been showing Baker nearly tying Coakley in Boston and the inner suburbs, and winning by a huge margin in Central MA (Worcester) for that reason.