Continuity mistake: When Melanie runs back into the classroom Annie's hands are by her sides. In the next shot they're up higher. (01:12:00)
Continuity mistake: As Melanie and the two girls get into the cream colored station wagon parked on the side of the road the upholstery on the driver's side door changes drastically between shots. (01:15:00)
Continuity mistake: When Mitch is closing the shutter after the birds have started to fly into the window you can visibly see blood on the shutter, yet when they switch cameras and he shuts the shutter the blood is gone. (01:42:05)
Continuity mistake: After Melanie saves the little girl in the blue dress from the gull they run past the table with the birthday cake and punch on and almost get to the door. In the next shot they run past the table again. (00:52:55)
Continuity mistake: As Mitch and Melanie walk past the Bodega Bay School we get a good look at the mud caked all over both his shoes. It's there for the whole scene except in the close-up when he picks up the rock, where his shoes are immaculate. (01:29:40)
Continuity mistake: When Mitch puts the mirror up against the front door he hits the chair to the right of the door and knocks it out of place. In the next shot it's been moved back to where it belongs. (01:43:30)
Continuity mistake: After Mitch rescues Melanie from the phone booth he places her to the left of the front door of the restaurant as he reaches to open it. In the next shot their positions change and she is in front of the door going into restaurant. (01:27:45)
Continuity mistake: As they start off going up to the restaurant for help two large brown crates appear out of nowhere on the dock behind them to the left of the screen. (00:26:15)
Continuity mistake: In her room as Melanie walks past the mirror the first time there is nothing on the upper wooden ledge in front of the glass. As she walks back from the window there's plenty of stuff there. (00:58:20)
Continuity mistake: After the birds break the window, Mitch tries to close the shutter and they peck at his left hand bloodying it up. In the next shot as he finally gets the shutter closed there's no blood on his hands. After this he ties the window shut with the cord from the lamp and the blood on his hands is back again. (01:42:05)
Continuity mistake: The children pass the cream-colored station wagon parked across from the white picket fence as they run down the hill. But you can tell by looking at the rear fins that it's a different car than the one Melanie brings the two children into several shots later. (01:14:00)
Continuity mistake: As Lydia walks through Mr. Faucet's door her pocketbook is brown. We get several other good looks at it as she walks into the house and down the hall and it's now black. (00:59:35)
Continuity mistake: Mitch walks out of Annie's house and his shirt gets dirtier between shots. It's cleaner by the time they get inside Melanie's car. (01:32:30)
Continuity mistake: Mitch runs up and opens Annie's door in order to get Cathy from the house. The door is not wide open when they walk away. When Mitch walks back and puts his coat over Annie's body even though no one went near it, the door has been opened as far as possible and is now flush with the wall behind it on the right. (01:31:30)
Continuity mistake: After Mitch closes the shutters, the chair from the desk pushed further away to the left of where Lydia and Cathy are sitting and they haven't moved it or moved from where they were sitting. (01:44:05)
Continuity mistake: The front of and a lock of hair below Annie's right ear is combed differently between shots as she smokes a cigarette with Melanie and tells her that Mitch's sister's name is Cathy. (00:17:00)
Continuity mistake: Melanie's car was dirty from the long drive up the coast as she parked in front of the general store. She drove directly to Annie's house past the Bodega Bay School and all the dirt has now disappeared. (00:16:05)
Continuity mistake: As they all walk up the steps to have dinner Lydia's sweater is rearranged. The button on the right side of it disappears under her collar between shots. (00:33:20)
Continuity mistake: In his bedroom when Lydia sees Mr. Faucet's body with his eyes pecked out. Watch very closely and you can see his left foot move. (01:00:30)
Continuity mistake: As Melanie, Mitch and Cathy walk to her car, after finding Annie dead, watch the rungs of the steering wheel. As they get into the car it's been turned to the left between shots and Mitch hasn't touched it. (01:33:05)
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.