Don’t panic!
The author of the Web page you come from once used our service to validate that page, and the page passed validation. The author was then authorized to use the icon on that page, as a claim of validity. The icon is used as a link back to the validation service, so that the author can revalidate whenever necessary. This is why, by clicking on the icon, you followed a link to the current validation results for the page you came from.
The validation result was certainly positive (“this page is valid…”), but if it wasn’t, you would probably do the author of the page where the icon was a favor if you could warn him/her of this abnormal situation.
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If you are curious about Markup validation you may read this help document further, or you may simply use the back button of your Web browser to come back to the page where you found the “valid” icon.