Continuity mistake: The pet shop cashier changes positions between shots as Melanie approaches her. At first she has her back to the cash register, then it's at her right side. (00:02:30)
Continuity mistake: When Melanie parks in front of the general store, a loose hose is hanging down from the front of her car. In the next scene as she drives directly up to Annie's, the hose is gone. (00:12:30 - 00:15:40)
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: The napkin that Cathy has under her plate changes position and becomes more spread out between shots as the birds fly out of the fireplace. (00:54:35)
Continuity mistake: The shot of Mitch's house across the bay that the store manager shows Melanie is a matte drawing and doesn't look anything like the house we eventually see (no tall structure behind it, no long road that Mitch uses to meet Melanie on the other side of the bay, and no low treeless hills behind the barn). (00:13:25)
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)
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 Mitch unwraps the cotton to put peroxide on Melanie's cut, the ashtray on the table is empty. Mitch never lets the piece of cotton out of his fingers until he has Melanie hold it on her head, and no one else touches the cotton on the table, yet near the end of the scene another used piece of cotton appears in the ashtray. (00:27:15 - 00:28:50)
Continuity mistake: As everyone runs out of the restaurant the fire is close to the telephone booth. In a previous shot when we saw the fire heading towards the gas station it was right next to the building on the other side of the road. (01:26:10)
Continuity mistake: A guy in the blue and white car that comes crashing towards Melanie in the phone booth throws a bird out of his driver side window. In the next shot as he fends off several other birds the window is shut. Then when he crashes into the orange car, it's open again. (01:26:30)
Continuity mistake: A bird pops some balloons as it flies through the gazebo. In the next shot a bird chases a boy in a blue suit and we see the gazebo again but we don't see the first bird fly out. (00:52:25)
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 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: Melanie is sitting and she reaches for the flashlight on the coffee table. In the next shot, as she picks it up, she's standing. (01:45:55)
Continuity mistake: When Melanie plays the piano, Cathy's bangs are combed differently between shots. (00:36:10 - 00:36:45)
Continuity mistake: The crew moves Mr. Faucet's body between shots. His right foot is moved under the bed and the pattern of the rug underneath his feet is the tip off. (01:00:30)
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: As Melanie shows Mitch the lovebirds her jacket opens and closes between shots. (00:04:45)
Continuity mistake: As Melanie and Annie talk, you can see the purple pillow that she was just laying on as Melanie came in squished into the corner of the couch. Later that pillow has been fluffed up without her touching it. (00:41:25 - 00:43:00)
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.