Audio problem: As Melanie pulls up in front of the general store a woman with bags of groceries exits the store. They dub in the sound of the door closing but they didn't dub the sound of the bell on top of the door that we hear later as Melanie walks in. (00:12:20)
Continuity mistake: Melanie's car is parked in front of the Bodega Bay bar as she fills out the card to Cathy then she pulls straight forward. In the next shot we see a car parked in front of her that she should have hit. (00:19:15)
Continuity mistake: When Mitch puts the bird he caught back in its cage the other bird that was in the cage with it is not there. (00:06:25)
Continuity mistake: As Melanie and Mitch stand by the canary cage she puts the pencil on her chin and it's not there in the next shot. (00:05:00)
Continuity mistake: As Mitch checks the doors and windows he returns to the living room and everything on the table has been rearranged and no one moved from where they were sitting. He's not there but his cup moves from the being next to the edge of the tray to being adjacent to the handle. (01:38:15)
Visible crew/equipment: Just after Lydia says, "they are birds aren't they " we see Melanie and Cathy and the shadow of the cameraman moving on the chair at the far left of the screen. (01:37:25)
Continuity mistake: When Melanie reaches for the flashlight on the coffee table it's been moved closer to and slightly in front of the kerosene lamp and she hasn't touched it. (01:45:20)
Visible crew/equipment: As it sits on the table you can see the reflection of a crew member moving in the coffee pot at the center of the screen when Cathy asks Mitch why the birds are attacking. (01:38:20)
Continuity mistake: Two seconds after the orange car explodes quite a few people appear who were nowhere nearby a second earlier. (01:25:35)
Continuity mistake: As Mitch returns to the living room before the lights go out, there's much more wood in the pile than before when he was putting it into the fire. (01:44:05)
Continuity mistake: As Melanie leaves Mitch's house, the barn alternates between having a blue sky behind it and having clouds behind it. (00:23:00)
Revealing mistake: As Melanie walks up the stairs she's pointing the flashlight out in front of her but it's able to illuminate her face like a spot light. (01:46:50)
Continuity mistake: No one touches the two yellow buoys on the end of Mitch's doc, but after Melanie leaves the birds in the house they've changed position relative to the wooden planks underneath. (00:23:10)
Continuity mistake: Melanie hasn't been near her car since the attack on the children at the school. Now as she and Mitch pass it while walking to Annie's, we can see the front wheels have been turned all the way to the right. (01:29:50)
Revealing mistake: A fake bird, unable to fly straight, swoops down as Mitch saves Melanie from the phone booth. (01:27:45)
Continuity mistake: As Melanie watches Mitch from out on the boat, someone opened the shades on the left lower window of the house. In the next shot as Mitch watches her with the binoculars the shades are closed again. (00:24:10)
Continuity mistake: When the store manager shows Melanie Mitch's house, the cloud cover is different from what we just saw behind her car as she drove up to the store. (00:13:20)
Continuity mistake: When Melanie first reaches into her pocketbook for the card she's about a foot away from the cage. In the next shot as she puts the card against the cage her pocketbook is practically touching the seat. (00:22:25)
Continuity mistake: After dinner with Mitch, Melanie walks into Annie's apartment and between shots the shadow of Annie's head appears out of nowhere against the wall. (00:41:05)
Continuity mistake: Before Melanie sits down at the table the position of the metal milk container changes from the left to the right side of the table between shots. (00:26:45)
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.