It's often used to:
* Clarify a statement: "Je veux dire, c'est pas vraiment un problème." (I mean, it's not really a problem.)
* Correct a mistake: "Je voulais dire 'merci', pas 's'il vous plaît'." (I meant to say 'thank you', not 'please'.)
* Add emphasis: "Je veux dire, c'est vraiment important pour moi." (I mean, it's really important to me.)
It's a very common phrase in French and is used in a variety of contexts.