Continuity mistake: After Melanie hangs up the phone she sits and ponders whether to go to Cathy's party, on the desk to the left of the phone is the cigarette lighter that Annie left there before after she lit her cigarette. Next to it is a pack of cigarettes that she didn't leave there before. If you look closely earlier as she takes the cigarette out of the pack in the left pocket of her nightgown the lighter is in her right hand, the cigarette in her left and the pack stays in her pocket. (00:46:35)
Continuity mistake: After talking to Mitch on the phone, as Melanie sits behind Annie's desk there are two pens on top of the sheets of paper to the left of the pencil holder that were not there before. Neither Annie or Melanie touched a pen or pencil in this scene. (00:46:40)
Continuity mistake: Melanie walks out from behind the desk and goes into the hallway to get the nightgown to show Annie. No one ever flicked a light switch, but the hallway is now very well lit up. (00:46:40)
Continuity mistake: The picture frame on the left of Annie's desk has been moved from when we first saw it. It's been turned in slightly and moved away from the lamp at the end of the scene. (00:46:45)
Continuity mistake: Behind Annie's record player are a set of records in a holder. If you look closely at the drapes directly to the right of the records they've been moved and have more pleats showing than when we first saw them at that the beginning of this scene. (00:46:55)
Continuity mistake: When Melanie shows Annie the nightgown she bought, there's a box directly behind Melanie's brandy glass. Now it's silver, but before it was turquoise. (00:46:55)
Continuity mistake: The book on the table to the left of Melanie's brandy glass has been made to look as though someone has been reading it. When we first see it the cover is closed now the cover looks as though it's been thumbed through even though no one touched it. (00:46:55)
Continuity mistake: When Annie tells Melanie that she should go to Cathy's party the belt of her robe draped over her right knee moves between shots. (00:47:15)
Continuity mistake: As Annie opens the door and finds the dead bird on the floor, the background across the street changes from of a very dark house with two lights on to a moonlit road between shots. (00:47:20)
Continuity mistake: When Annie opens her door and sees the dead bird on the porch we see a good shot of the railing and support beams that go up to the roof. Two shots later they disappear. (00:47:25)
Continuity mistake: As Melanie and Mitch walk up the hill behind his house Bodega Bay is at very low tide with a lot of sand bars showing. When they get to the top of the hill it's high tide. (00:48:00 - 00:52:25)
Continuity mistake: During the party as they walk up Mitch's hill Melanie has two swizzle sticks in her glass that switch to her left hand as they get to the top of hill. (00:48:10)
Continuity mistake: Walking up the hill both sides of Melanie's collar are turned up by the wind. In the next shot at the top of the hill her collar is turned down. (00:48:10)
Continuity mistake: As Melanie and Mitch approach the top of his hill he's walking in front. In the next shot she is. (00:48:10)
Audio problem: As Mitch points with his left hand towards the beautiful view from the top of his hill, he is saying something to Melanie, that has been edited out. (00:48:20)
Continuity mistake: On top of the hill Melanie spills a drop of her drink on her green skirt. It's on her right leg six inches below the bottom of her jacket. The action doesn't stop, but three minutes later the stain is gone. (00:48:40 - 00:51:25)
Continuity mistake: After Mitch pours out their drinks on the top of the hill he holds the cap on top of the bottle down with his index finger. In the next shot he's holding the bottle further down and his index finger is around the neck on the side of the bottle. (00:48:45)
Revealing mistake: Many times through the movie it is noticeable that the distant background hills and beaches are backdrop paintings. A good example of this is when Mitch and Melanie are talking on the hill at Cathy's birthday party. (00:49:00)
Continuity mistake: As they talk on the top of the hill about what Melanie does for a living, her drink is lowered between shots. (00:49:05)
Continuity mistake: When Lydia brings out Cathy's birthday cake, in a wide shot the icing is white, then in a closeup the icing is a pink colour. (00:49:45)
Answer: It is never explained, probably because it would ruin the mystery of the film to spell it out.
If you are a Hitchcock fan, you pay attention to dialogue. They mention quite often that it started Melanie's arrival, of which she brought 2 caged birds. The rest is implied.