Validation means testing form data before it is submitted to a server (or sent to an e-mail address). That's a valuable thing. For example, if your form is collecting e-mail addresses for e-newsletter subscriptions, it won't do for people to submit the form without an e-mail address. Beyond that, validation can look at the characters entered into an e-mail address field and verify that what is in the field at least looks like an e-mail address.
There are essentially three techniques for validating form data as follows: