The validation is that you're having the experience you're having, not that it's, say, an intractable problem, or necessarily the emotional experience you're having about it.
It's this:
1. You: I am having problem X 2. Them: You are having problem X. 3. Them: Here are possible solutions.
There are lots of variations on this. There are also multiple reasons to do it: validation and calibration being (AFAIK) the main ones. One way to look at it is that validation says I'm not going to fight you about your subjective experience.
Contrast:
1. You: I am having problem X 2. Them: Here are possible solutions.
This can come across as "your problem will be fixed but you do not matter".
Contrast:
1. You: I am having problem X 2. Them: You are not having problem X.
Now it's an argument.