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In the book, Fellowship of The Ring, Strider finds a stone on Weathertop that he interprets as possibly having been marked by Gandalf. He believes that the markings may mean that Gandalf was there on October 3rd.

Does Gandalf ever confirm that it was him?

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Yes, that was Gandalf. Strider wins again

He reveals at the Council of Elrond that he was there, and ambushed by the Nazgûl:

'I galloped to Weathertop like a gale, and I reached it before sundown on my second day from Bree-and [the Nazgûl] were there before me. They drew away from me, for they felt the coming of my anger and they dared not face it while the Sun was in the sky. But they closed round at night, and I was besieged on the hill-top, in the old ring of Amon Sûl. I was hard put to it indeed: such light and flame cannot have been seen on Weathertop since the war-beacons of old.

Fellowship of the Ring Book II Chapter 2: "The Council of Elrond"

We actually see a little of this confrontation:

As Frodo lay, tired but unable to close his eyes, it seemed to him that far away there came a light in the eastern sky: it flashed and faded many times. It was not the dawn, for that was still some hours off.

'What is the light?' he said to Strider, who had risen, and was standing, gazing ahead into the night.

'I do not know,' Strider answered. 'It is too distant to make out. It is like lightning that leaps up from the hill-tops.'

Fellowship of the Ring Book I Chapter 11: "A Knife in the Dark"

Appendix B reveals that the date was, indeed, October 3:

October

1 Gandalf leaves Bree

3 He is attacked at night on Weathertop

Return of the King Appendix B "The Tale of Years" (ii) The Third Age: The Great Years 3018

As Janus Bahs Jacquet points out in comments, this doesn't explicitly prove that Gandalf left the markings Aragorn interprets; as far as I know, there is no such direct confirmation. It does, however, seem exceptionally likely that he did; it would strain credulity a bit for Aragorn's interpretation of some random scratches to accidentally match up perfectly with Gandalf's actual movements.

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    I can't remember the details, but from your answer it seems the only thing that's not confirmed directly is that the specific stone that Aragorn finds has actually been marked by Gandalf as he suspects. But it would be just plain silly if Aragorn correctly dated Gandalf’s presence there to 3 Oct based on something that turned out not to have anything to do with Gandalf after all. – Janus Bahs Jacquet Apr 3 '16 at 11:53
  • @JanusBahsJacquet - yes. Your comment was the source of my curiosity. I imagined Frodo saying something with great earnestness like, "So you did mark the stone for us!" But I also agree that it must be confirmed in the quote given in the accepted answer; if not explicitly. – dgo Apr 3 '16 at 13:47
  • Your addendum with the lightening is great! I had not connected that; nor thought to wonder whether the lightening was ever explained. – dgo Apr 3 '16 at 13:49

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