Continuity mistake: After Cathy asks Melanie to come to her birthday party, the drape to left of her is rearranged between shots and now hangs straight down. (00:36:40)
Continuity mistake: Mitch takes two pillows from the couch and stuffs them into the openings between the fireplace and the table. Right after he does this each pillow falls but in the later shot the crew has tacked them up again in different spots. (00:55:15)
Revealing mistake: As Mitch pulls the cord of the lamp out of the socket, the bulb goes out before the crew turns off the spotlight on him. (01:42:10)
Continuity mistake: When Annie tells Melanie that she still likes Mitch a "hellava lot," watch the shadow of the fancy three-branched lamp to her left. As the phone rings, the shadow of the power cord against the wall in the middle of the screen disappears between shots. (00:45:00)
Continuity mistake: After Melanie rips up the message to Mitch, she grabs and closes her pocketbook twice. (00:22:35)
Audio problem: Talking to Melanie Annie gets up and says, "Afraid I'd give Mitch". This sentence is an obvious over-dub as the natural room echo that we hear in her previous and subsequent sentences disappears. (00:43:55)
Continuity mistake: When the orange car explodes there is much more gas around especially under the guy's feet than in the previous shot. (01:25:30)
Continuity mistake: As Melanie approaches the cashier, there are several birds up high in the cage directly behind the cash register that aren't there in the next shot. (00:02:30)
Continuity mistake: When the uptight mom starts talking, Melanie sheds a very long tear under her right eye that appears out of nowhere between shots. (01:28:35)
Revealing mistake: As Mitch and Melanie look at the birds perching on the Bodega Bay School they're all fake. The only two that move are to the right of the wire and they're attached so they swivel forward and backward in the wind. (01:29:40)
Revealing mistake: The wing of a fake bird, unable to fly straight, swoops down and hits Melanie in the head as she runs to the phone booth. (01:26:10)
Continuity mistake: As Mitch crouches down near Annie's body he turns to look at Melanie and you can see a large wet stain on the porch. It's there until he sees Cathy in the window, then as he runs to the front door it disappears. (01:30:30)
Continuity mistake: When Melanie yells, "Where's Cathy?" Mitch looks up to see her in the window and she is moving the right curtain with her hand as she cries. In the next shot as Mitch runs to the door the curtain is not moving. (01:30:40)
Continuity mistake: As Melanie approaches the pet shop cashier she passes two cages on her right with birds in them. The cage with the two yellow birds that she shows to Mitch is not one of them nor is it behind the second cage where it appears later. (00:02:30 - 00:06:00)
Continuity mistake: The book on the table to the left of Melanie's brandy glass has been made to look as though someone has been reading it. When we first see it the cover is closed now the cover looks as though it's been thumbed through even though no one touched it. (00:46:55)
Continuity mistake: When Annie decides to have some brandy also they cut back to Melanie and the lamp that was behind her disappears. We don't see it again until the end of the scene where it's been moved again. (00:42:55 - 00:45:30)
Continuity mistake: The girl in the red sweater's facial cuts get much worse when we see her in the station wagon. (00:14:55)
Continuity mistake: At the school Melanie and Mitch pass the front of her car twice on their way to Annie's house. First they stop right at the front of the car as they spot the birds on the monkey bars, then three shots later they walk past it again. (01:29:45)
Continuity mistake: After the final attack they're all in the living room in the dark. As the camera pans from Melanie to Mitch the wick of the kerosene lamp faces it. In the next shot of Mitch alone the lamp has been rotated so that the wick still faces the camera. (01:45:15)
Continuity mistake: As Melanie and Mitch go back into the house after Lydia calls him he grabs for the doorknob and we immediately here the sound of it turning as he walks through the other side of the door in the next shot. The problem is that they left out the screen door he would have had to open first before he could have entered the house. (01:34:55)
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.