Continuity mistake: Mitch picks up the table with both hands holding the legs and this is how he places it up against the fireplace. Later we see it again as everyone exits the house and the table has been moved 90 degrees so that one lone leg is now at the top. (00:55:15)
Continuity mistake: As Melanie approaches Annie's door, the shade goes up between shots. (00:31:05)
Continuity mistake: As Melanie pulls up in front of the general store there's guy on the right in a dark blue shirt who changes position between shots. (00:12:20)
Continuity mistake: After Melanie rings Annie's doorbell the circular hooks hanging from the bottom of the shades on her door and window disappear between shots. (00:16:30)
Continuity mistake: As Melanie signs the card to Cathy there's a guy in the phone booth to the left of the Bodega Bay bar who's not there in the next shot. (00:19:00)
Continuity mistake: When we first see Mitch sleeping on the couch after the last attack, the corner of the silver box to the left of him is facing Melanie. After she calls to him the box has been rotated so that one complete side is facing her. (01:45:25)
Continuity mistake: We see the gas hit the tire of the orange car, but in the next shot it's nowhere near the tire. (01:25:15)
Continuity mistake: As Melanie drives up to Mitch's we see a lot of fast shadows, like telephone poles, going by in the shot of the bird cage sitting on the floor board, but in the next long shot of the car driving there are no trees or other obstructions on the side of the road. (00:11:10)
Continuity mistake: When we see Melanie sitting with Cathy on the couch, as Mitch checks the windows, the coffee table with the coffee pot on it is between them and the ash tray on the table to the left of the brown chair. Later when Cathy asks, "Mitch, can I bring the lovebirds in here?" we see the ash tray and plenty of space to the right of Cathy but the coffee pot has been moved out of the way for this shot. (01:36:50 - 01:37:20)
Continuity mistake: The card for Cathy that Melanie places on the birdcage changes position between shots. At first it's up against the center of the birdcage then in the next shot it's been moved to the right. (00:22:30)
Continuity mistake: As Melanie takes the Kleenex out of her pocketbook we can see the latch facing away from her. She doesn't touch it again but near the middle of this scene, as she holds the cotton on her head, the pocketbook is reversed with the latch facing her. (00:27:10 - 00:28:50)
Continuity mistake: Before the birds fly out of the fireplace the pillow that Melanie is sitting on is behind her back. She doesn't touch it but after she gets up the pillow is against the side of the couch. (00:54:30)
Continuity mistake: In the living room when Melanie puts the cage down, the left side extends over the edge of the seat. In the next shot as she puts the card next to it, the cage doesn't extend over the edge of the seat anymore. (00:22:25)
Continuity mistake: Melanie closes the door of the phone booth with her right hand pushed up against the window, and in the next shot her right hand is tucked up close to her body touching the center of the phone booth door. While inside, Melanie goes from leaning against the door to leaning against the opposite window between shots. (01:26:25)
Continuity mistake: When Melanie walks up the dock to Mitch's house there's a tower (to the left of her head) on the far side of Bodega bay. Two shots later a sailboat appears on the other side of the bay, slightly to the left of the tower, that wasn't there before. (00:21:55)
Continuity mistake: As Annie goes back to sit down on her couch she says, "Then one weekend he invited me up to meet Lydia". The silver box in front of the three-pronged lamp on her table moves between shots. (00:42:55)
Continuity mistake: As Melanie plays the piano, the shadow of the picture of her father on the wall gets longer and shorter between shots. (00:36:25)
Continuity mistake: The position of Melanie's car has changed from when she first parked it in front of Annie's house. At first the rear wheels are adjacent to the steps, but later they've been moved back slightly so the front seat is adjacent to the steps for Annie to lean in when they speak. (00:18:10)
Continuity mistake: When Melanie explains that she can't go to the party because she has to go back to San Francisco, Cathy's right hand changes position between shots. (00:36:40)
Continuity mistake: When Melanie says to the store manager, "The little girl's name," a bunch of items appear to the right of the store manager, one named "Magic Puzzle," that weren't there in the previous shot. (00:14:35)
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.