Continuity mistake: As they lift Melanie off the couch and walk her to the door her hair and the front right section of the head bandage change between shots. (01:56:15)
Continuity mistake: As they all walk straight through the dining room to get out of the house the light fixture above the dining room table has been removed for this shot. (01:56:35)
Continuity mistake: As they all leave the house and walk through the door, there's a distinctive gash in the door post to the right of Lydia's head. When Mitch goes back to get Cathy and the lovebirds it's not there. (01:56:55 - 01:57:50)
Continuity mistake: Lydia's expression as she rests her head on Melanie's changes from a warm smile to a stern look between shots. (01:58:15)
Continuity mistake: When Tippi Hedren is having her head wound cleaned in the restaurant, Rod Taylor is wiping her blood off with a tissue but it does not actually come off; in the next shot, however, there is clearly no blood on her head.
Continuity mistake: How does Tippi Hedren (Melanie), every time she is attacked by birds, manage to get to a top-notch hairdresser before the next scene? Melanie's hair changes many times in consecutive shots throughout the film.
Continuity mistake: At the party Melanie grabs a girl from the birds, but when they all run into the house Mitch is now carrying the same girl.
Continuity mistake: Melanie starts to blow the horn of the cream colored station wagon and we see her left hand go from flailing around to being firmly on the steering wheel between shots.
Continuity mistake: During the gulls' attack on Cathy's birthday party, Melanie sees a gull attacking a girl in a blue dress and takes her suit coat off to wave it at the gull to frighten it away. The next shot, from a distance, shows them running into the house and Melanie is wearing the coat again. A second later there's a closer shot of them running in and Melanie's coat is off again and she's carrying it.
Continuity mistake: When facing the exterior of Annie Hayworth's house, the bay window alcove to the left of the front door isn't deep enough to contain everything that we see in it when we later see it from the inside.
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.