Validation is the process of checking something against a rule. When you are a beginner, it is very common that you will commit many mistakes in writing your CSS rules. How will you make sure whatever you have written is 100% accurate and up to the W3 quality standards?
If you use CSS, your code needs to be correct. The improper code may cause unexpected results in how your page looks or functions.
But if you want to validate your CSS style sheet embedded in an (X)HTML document, you should first check that the (X)HTML you use is valid.
Tool to check the validity of (X)HTML document: Validate (X)HTML document.
A CSS validator checks your Cascading Style Sheets to make sure that they comply with the CSS standards set by the W3 Consortium.