Continuity mistake: In the scene with the policeman, Melanie suggests that she should stay for the night. Look closely at the mantle above the fireplace to in the right of the picture there is a jar with something sticking out of it. In the previous shot this jar is empty. (00:55:55 - 00:57:45)
Continuity mistake: As they look across the bay at Mitch's house, the store manager changes position between shots. He moves closer to Melanie as he asks her if she wants him to order a boat for her. (00:14:10)
Audio problem: After Annie tells the students about the fire drill, their lips, especially those of the girl in the front, are not in sync with what they're saying. (01:12:30)
Continuity mistake: The body of the gas station attendant moves to the left between shots, as Mitch runs to help him, and Mitch's position changes after he runs to help. (01:24:55)
Visible crew/equipment: When Melanie walks out the door carrying the tray with the tea pot on it you can see a reflection of the stage lighting for the entire shot. (01:07:50)
Continuity mistake: Annie's body changes position on her front steps. At first her head is on the edge of the sidewalk and Mitch doesn't move her. Then after he runs to get Cathy he comes back and covers her with his jacket and her head moved about six inches from the edge of the gravel sidewalk. (01:30:20 - 01:31:35)
Continuity mistake: When Annie turns to look at Lydia coming out of the house there are no shadows against the side of the house where the door is. In the next shot there's a shadow of a balloon there and the shadows on the back wall are spaced closer together. (00:51:50)
Continuity mistake: In the beginning of the movie when Mitch catches the yellow bird under his hat take a good look at the injury (subungual hematoma) he has under his left thumb nail. It takes weeks for these to go away, but Mitch's is gone when we see his left thumb again as he holds Melanie in the kitchen. (01:02:15)
Continuity mistake: Before Lydia walks up to Mr. Faucet's door the day is overcast with no sunlight shining underneath his porch. As she walks through the door it looks as though she's in bright sunlight with her shadow casts on the screen door. (00:59:25)
Audio problem: When Mitch turns on Melanie's car radio he turns the tuner knob and stops on the station that he eventually tunes in, goes a little bit forward and then back again to the same spot. The over-dub is not correct as we would have heard the announcer speaking the first time he landed on the station. (01:53:55)
Continuity mistake: As Lydia sits in her bed and says to Melanie, "I don't think I can bear to be left alone" watch the picture behind the door to the right of Melanie. The shadow of the door on the picture changes from the right to left between shots. (01:07:00)
Continuity mistake: On top of the hill Melanie spills a drop of her drink on her green skirt. It's on her right leg six inches below the bottom of her jacket. The action doesn't stop, but three minutes later the stain is gone. (00:48:40 - 00:51:25)
Continuity mistake: As the children leave the school none of them go to the coat rack to get their coats. Later many are wearing their coats while running down the hill. (01:13:05)
Audio problem: As Melanie parks in front of Annie's house the audio of her car engine is not in sync with the film. The engine sound stops before the exhaust stops coming out of her tail pipe and she eventually pops the clutch to stop the engine from running on. (00:16:00)
Continuity mistake: As the birds gather on the monkey bars behind Melanie she looks to her right and straight up and sees one lone bird flying past a television antenna. This is incorrect because first of all she's looking up to high and second we've seen in that direction and there is no house there, just a hill. The house is across the street. (01:11:10 - 01:33:05)
Continuity mistake: Mrs. Bundy's handkerchief in the left pocket of her jacket changes from when we first see her walk into the restaurant. Then when the drunk at the bar starts reciting from the Bible, her handkerchief almost disappears and then reappears several shots later. (01:18:10)
Continuity mistake: As everyone runs into the house there are four neat stacks of paper cups around the punch bowl. When we saw this spot before there were only two cups around the punch bowl and most of the other paper cups were stacked on trays and knocked over as a bird plowed into them. (00:53:05)
Continuity mistake: After Melanie decides to stay for the night Lydia watches the policemen and everyone else leave. Between shots they've rearranged her pearl necklace and it now sits lower on her neckline. (00:57:45)
Continuity mistake: When Annie opens her door and sees the dead bird on the porch we see a good shot of the railing and support beams that go up to the roof. Two shots later they disappear. (00:47:25)
Continuity mistake: Lydia is holding her glove in her right hand and her pocketbook in her left as she walks into Mr. Faucet's room. The pocketbook never switches hands but when she runs out, she drops both of them from her right hand. (01:00:15)
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.