Continuity mistake: As Lydia and the girl in the orange dress run into the house, there's just a plain wall with none of the background of the room that we see at the end of the scene. (00:52:55)
Audio problem: As Melanie walks into the classroom we hear the children singing "Risalty Rosalty" and as they turn around to look at her we still hear the song but none of them are singing. (01:08:55)
Continuity mistake: As Melanie drives up to the school to check on Cathy her car is dripping a nice straight line of fluid on the gravel behind it. This is the second take of this shot because there is a lighter straight line of fluid in exactly the same spot in front the car as she drives up. (01:08:15)
Continuity mistake: As Melanie walks up to Mitch's house the boat on the side of the dock is tied closer to the house between shots. (00:21:35)
Continuity mistake: After Mitch runs to Annie and Cathy there's a fake movable bird behind the real bird to the right of the swing. It's gone when we see Mitch carry the little girl into the house. (00:52:20)
Continuity mistake: As Mitch brings the little girl in the blue dress back to the house the doorknob appears between shots. (00:53:10)
Continuity mistake: As Melanie talks about renting the apartment Annie's hair changes slightly between shots. Two little pieces of hair stick out right by her left ear that weren't there in the previous shot when she opens the door. Annie's hair changes in other consecutive shots throughout the film. (00:31:50)
Continuity mistake: Annie's sweater and face go from having no sunlight on them to being in the sunlight, before she moves towards Cathy as the birds attack the party. (00:51:55)
Continuity mistake: As Melanie takes the tea into Lydia's room, the tea pot changes positions between shots. First the handle is to Melanie's right, then as she walks into the room it's facing her. (01:02:35)
Revealing mistake: The glasses of the girl in the red sweater fall off as she calls for Cathy to help her. If you look closely the glasses are broken before they hit the ground and we hear the sound of them smashing. (01:14:40)
Continuity mistake: As Mitch and Melanie walk down the hill to the party the sun is behind them casting the shadows of the children towards the house. Three shots later in the close-up of Cathy the sun is in the opposite direction coming from across the bay. (00:52:00)
Continuity mistake: We see Melanie run to help the girl in the blue dress twice. The first time she starts out from the middle of the yard and almost gets to her. The second time she starts from further back near the lawn chairs. (00:52:35)
Continuity mistake: The doorknob on the door behind Lydia disappears between shots as she brings the cake out. (00:51:55)
Continuity mistake: As the children start running down the hill away from the school the road is wet. In the next shot of the same spot it's dry. (01:13:30)
Continuity mistake: As Melanie pulls into Bodega Bay she makes a sharp right turn in bright sunlight but the shadow of her head never appears where it should be on the seat behind her. (00:12:00)
Continuity mistake: As they talk in Lydia's bedroom the inside part of the left window curtain is rearranged while Melanie is standing by the clock. (01:06:20)
Continuity mistake: Before Melanie runs back into the school to warn them about the birds, the sun was behind the school. Now her shadow on the steps is in the wrong direction, going in front of her. (01:11:45)
Continuity mistake: As Annie listens to Melanie talk to Mitch, the rabbit ears on her television and the light switch to the right of it are dark. At the beginning of the scene they were lit up. (00:45:50)
Continuity mistake: As Melanie drove past the propane tanks down the road from the school the sun was to her right casting a shadow to the left of the car. As the children pass the exact same spot the sun is over their left shoulders, casting a shadow in front and to the right of them. (01:13:40)
Continuity mistake: The kid in the purple plaid shirt and white pants is the first down the street way in front of everybody else. But in the next two shots he's in the back of the pack looking back at the school both times. (01:13:30)
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.