Continuity mistake: Mr. Faucet's tiny windows are not wide enough to let in the amount of sunlight that's shining on him from left to right on such an overcast day. (01:00:30)
Continuity mistake: After finding Mr. Faucet's body, Lydia gets back in her truck through the passenger side door. Notice that the window is rolled up and the side vent window is shut tight. Seconds later we see her inside the truck with the window rolled down and the vent window tilted open. (01:00:55)
Continuity mistake: The interior of Lydia's truck (especially the roof) changes when they show the close-up of her driving. (01:00:55)
Continuity mistake: The gravel walkways and driveways in "The Birds" are immaculately raked and maintained as seen in many shots. When Lydia pulls up to the house after finding Mr. Faucet's body, there's a tire mark in the exact same spot on the gravel from a previous take. (01:01:20)
Continuity mistake: As Lydia runs into the house after arriving back home from the scene at Mr. Faucets house there's a brown shade at the top on the window to her right. Earlier after the party as she opens the curtain and looks outside from the dining room, the window has a drape and a curtain and no brown shade. (01:01:40)
Continuity mistake: In the beginning of the movie when Mitch catches the yellow bird under his hat take a good look at the injury (subungual hematoma) he has under his left thumb nail. It takes weeks for these to go away, but Mitch's is gone when we see his left thumb again as he holds Melanie in the kitchen. (01:02:15)
Continuity mistake: As Melanie takes the tea into Lydia's room, the tea pot changes positions between shots. First the handle is to Melanie's right, then as she walks into the room it's facing her. (01:02:35)
Continuity mistake: When Lydia says to Melanie, "Do you think Cathy's alright at the school?" the two pictures hanging above her head disappear the next time we see her. (01:03:15)
Continuity mistake: As they talk in her bedroom and Lydia says, "Do I sound very foolish to you?", the pillows behind her are propped up differently between shots. (01:03:15)
Continuity mistake: When Lydia recalls Mr. Faucet's face, the chair on the left is casting a very dark shadow against the wall that wasn't there before when Melanie brought the tea in. (01:03:35)
Continuity mistake: You can tell by the shadows on the wall that the headboard of Lydia's bed is pushed up further against the wall in the overhead shot. (01:04:00)
Continuity mistake: There's a bright reflection of a studio light on the wall to the right of the clock on the mantle that appears between shots. (01:04:25)
Continuity mistake: The neckline of Lydia's nightgown changes between shots as she says to Melanie, "No, no don't go." (01:05:55)
Continuity mistake: As they talk in Lydia's bedroom the inside part of the left window curtain is rearranged while Melanie is standing by the clock. (01:06:20)
Continuity mistake: As Lydia sits in her bed and says to Melanie, "I don't think I can bear to be left alone" watch the picture behind the door to the right of Melanie. The shadow of the door on the picture changes from the right to left between shots. (01:07:00)
Continuity mistake: In the scene when Melanie is taking tea to Lydia, Lydia's hair changes between shots. When she is resting on her back you can see sections of hair are down by her neck. When she leans forward, her hair is all up on her head. This changes back when she's lying down again. Lydia's hair changes in consecutive shots, during other scenes as well. (01:07:05)
Continuity mistake: Lydia sits up in her bed and weeps, "Forgive me, this business with the birds has upset me," and the white chair moves about a foot to the left of where we saw it before without being touched by them. (01:07:05)
Continuity mistake: As Melanie leaves with the tea to go check on Cathy at the school the left side of Lydia's nightgown changes between shots and is no longer protruding from her sweater. (01:07:55)
Continuity mistake: Early in the movie Melanie makes a right turn as she goes up to Annie's house and we see a white post on the school side of the street and a stop sign on the opposite side. Now as she drives up to the school to check on Cathy we see the exact same spot and there's no stop sign. (01:08:10)
Continuity mistake: As Melanie parks in front of the school there's a big hunk of black tar on the rear quarter panel of her car behind the tire, that wasn't there in the previous shot. (01:08:15)
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.