I'm a little confused by that term "validate" too...
Like @-karma- said, I guess it's about acknowledging what state you are in, perhaps exploring how it feels? Ask yourself "What am I feeling?" or "How am I feeling?"
From my own experience, I know that as I slowly get to understanding myself better, what makes me tick and tock and so forth, perhaps I tend to get a bit more of an insight into how other people function and what they are going through. In that way, it improves my empathy for other people, to know that everyone struggles with stuff, and that everyone is basically bumbling through life, confused, scared, perhaps a little angry. Some people just hide it better than others, I reckon... hahaha...
I think there are practical limits to how much validation or questioning we should be doing. Too much of it, and we fill ourselves so much with self-doubt that we become paralysed and stop functioning properly. I've been there - for years of my life, actually. It's a terrible thing to be so uncertain and insecure, just because you are constantly questioning yourself and your reality. Is this normal? Is this the right way that I should be responding? And so on, it goes...
As always, I think it's about finding a happy medium, a balance.
Speaking of questions, @BlueBay - please try not to feel bad about asking questions of your therapist (or anyone for that matter). It doesn't show you're dumb. It shows that you may not be sure about something, but are very interested in finding out. It shows an inquisitive mind, which is very much the opposite of being dumb...
My memory is rubbish a lot of the time. It's part of my bipolar issues - perhaps too much going on inside my head? Dunno. But I find I have to ask questions all the time to try and understand things. I used to wish that I could record my therapy sessions on my phone or something like that, so I could go back over things. Often, some very important things are covered, but we are either too emotional or too confused or too overwhelmed to take it all in, and much of the therapeutic value of the session can be lost as a result...