An orthopedic implant, such as a bone screw with a self-tapping thread, is formed of a biodegradable material such as a magnesium alloy. A bioactive surface coating is provided on the implant, such as at the threading. The coating contains micro-abrasives which assist with screw/implant penetration, and/or contains microcapsules containing lubricant, wherein the microcapsules rupture from pressure and frictional heat as the implant penetrates bone.