"Shipping confirmation" refers to a message or notification that tells you that your ordered item has been shipped and is on its way to you. Full definition
On the day your package is scheduled to ship, you will receive an automatic shipping confirmation email with a link to track your package. (gottman.com)
From shipping confirmation screenshots, it appears the $ 159 headphones will arrive somewhere around the middle of this week. (theverge.com)
I had forgotten about them until I received shipping confirmation yesterday!! (puppiesandpretties.com)