Continuity mistake: When Melanie lets the bird go, her hands are at eye level. In the next shot they're totally over her head. (00:05:55)
Continuity mistake: As Melanie and the cashier try to catch the bird they are close together in the close up but further apart in the next shot when we just see their hands in the air. (00:06:05)
Continuity mistake: There's a green pamphlet right next to the ashtray that the bird flies into. When Mitch put his hat over the bird the pamphlet is further away. (00:06:10)
Revealing mistake: The bird that Mitch catches under his hat is fake and doesn't move. However, in the next shot when he takes it out from under his hat the bird is real. There are numerous instances throughout the film where it is obvious that the birds are fake. (00:06:15)
Continuity mistake: When Mitch puts the bird he caught back in its cage, the cage to the right of Melanie as she walked in has been removed so it won't interfere with the camera's field of view. (00:06:25)
Continuity mistake: When Mitch puts the bird he caught back in its cage the other bird that was in the cage with it is not there. (00:06:25)
Visible crew/equipment: After Mitch puts the bird back in its cage as he walks towards Melanie the shadow of the camera appears on his jacket. (00:06:30)
Continuity mistake: As Mitch says to Melanie, "Ah, but I know you," at first he's looking straight at her but then his head is tilted to the right between shots. (00:06:40)
Other mistake: In the pet shop doorway Melanie is mouthing something other than Mitch's license number (WJH 003) before she writes it down. (00:08:00)
Revealing mistake: As Mitch drives off in his Galaxy 500, some spectators across the street are watching the crew filming. (00:08:00)
Continuity mistake: In the pet shop before Melanie writes down Mitch's license number, an ashtray is right next to the phone. She never touches it but the next time we see it, it's behind the phone. (00:08:05)
Continuity mistake: As Melanie walks into the elevator to go up to Mitch's apartment, we never see the shadow of the door close as we see in the next shot when it opens. (00:09:40)
Revealing mistake: The birds on the floorboard of Melanie's car are fake. If you look closely at the one on the right it wobbles like a toy as she's driving. (00:10:00)
Continuity mistake: As the birds on the floorboard of Melanie's car lean to the right you hear her shift the car, but she doesn't touch the shifter or take her foot off the gas pedal. (00:10:10)
Continuity mistake: When she pulls out the letter to Mitch, we see inside Melanie's prop pocketbook and it's empty. Later in the movie she's able to pull whatever she needs out of it on a moment's notice. (00:10:15 - 00:26:55)
Continuity mistake: As Melanie leaves the card at Mitch's apartment door the drapes on the window behind her are still. In the next shot they are blowing in the wind. (00:10:20)
Revealing mistake: Melanie has no problem taking the letter for Mitch out of her pocketbook as she places it on top of the bird cage. The crew put adhesive tape on the back of it, so she can push on the letter with her thumb to keep it in place for the close-up. (00:10:20)
Continuity mistake: The lighting has changed as Melanie turns around to talk to Mitch's neighbor. When she first turns around her shadow is not on the wall and in the next shot it is. (00:10:25)
Revealing mistake: As Melanie drives up to Bodega Bay the birds are supposed to lean as the car goes around corners but the mechanism for the bird on the right gets stuck and reacts slower than the bird on the left. (00:11:00)
Continuity mistake: When we first see Melanie driving up to Bodega Bay there's no windshield in her car. (00:11:00)
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.