HTML validation is no longer important for SEO unless it's affecting the page layout, but it's still valuable to look for validation errors, such as ending a header tag incorrectly. For example, opening as <h2> but closing as <j2>. This could alter the layout of the page significantly, but can be avoided through a simple validation check..
Simply enter your URL and the Validation Checker will scan your website for validation errors and display the results. For further information you can visit the W3C validator at http://validator.w3.org, which will give you specific error information.