Someone replied to me with: "Just wanted to confirm my hunch."
What is this expression usually used for?
In your example, hunch means a feeling that something is true or will happen, although you do not know any definite facts about it.*
So, in your example, it's about confirming his feeling/instinct about something.
From the Idioms section of Free Dictionary:
have a hunch (that something is the case) and have a hunch about something:
to have an idea about what did, will, or should happen; to have a feeling that something will or should happen.
I had a hunch that you would be here when I arrived. I have a hunch about the way things will happen.