Revealing mistake: When Mitch runs to get the hammer and nails the camera follows him around the corner of the kitchen door. Watch very closely as the door on the far right of the screen moves when the camera hits it. The film also jiggles as this happens. (01:43:40)
Continuity mistake: As Melanie and Mitch walk up to Annie's house they pass the school and you can see that the bench that Melanie sat on in front of the monkey bars has been removed. (01:30:00)
Continuity mistake: As Melanie approaches the boat keeper her pocketbook is hanging around her wrist. In the next shot as she speaks to him the pocketbook is in the crook of her arm. (00:20:00)
Continuity mistake: As they speak on Annie's front porch Melanie says, "Well, I'd better be on my way" and her left hand is at her side. In the next shot she's holding it straight out. (00:17:50)
Visible crew/equipment: After finding Mr. Faucets body Lydia gets back in her truck and you can see the reflection of a crewmember wearing headphones in the lower right part of the windshield. (01:00:55)
Visible crew/equipment: After Mitch puts the bird back in its cage as he walks towards Melanie the shadow of the camera appears on his jacket. (00:06:30)
Continuity mistake: On the last leg of Melanie's journey just before she enters Bodega Bay she's driving on a dirt road, but they dub in the sound of her tires screeching on pavement as she negotiates the turns. (00:11:45)
Continuity mistake: As Melanie and the cashier try to catch the bird they are close together in the close up but further apart in the next shot when we just see their hands in the air. (00:06:05)
Revealing mistake: When they show the perspective of being in Melanie's driver's seat looking out the windshield we don't see Melanie's legs as you would expect, but a mechanism that allows someone to steer from the passenger seat so the camera has an unobstructed view of the driver's seat. (00:11:05)
Audio problem: As Mitch hammers the mirrored cabinet to the front door they overdub a second hammer sound over the actual sound to make it more intense. If you listen closely they don't get them all right and they miss the very first swing. (01:43:50)
Continuity mistake: During the bird attack Melanie crushes the shade on the lamp in the corner. Several shots later it looks almost like new. (01:41:35)
Continuity mistake: As they all sit down to have dinner Lydia covers the lovebird's cage with a cloth. After the birds fly from the fireplace we see the birdcage again and you can tell by the edges that the cloth is in a different position even though no one went near it. (00:54:10)
Continuity mistake: The phone booth changes when Melanie is in it during the bird attack later in the movie. Here the green part on the bottom has three vent slits per row, later when the fire is behind it you can see four vent slits per row. (00:26:25 - 01:26:15)
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.