Continuity mistake: Lydia sits up in her bed and weeps, "Forgive me, this business with the birds has upset me," and the white chair moves about a foot to the left of where we saw it before without being touched by them. (01:07:05)
Continuity mistake: On the hill as Melanie talks to Mitch about her mother, the back of her collar changes between shots. (00:51:20)
Continuity mistake: In the restaurant Melanie doesn't have to poke around at all as she opens her pocketbook and pulls out and the compact and tissue. They must have been the only things placed in her prop pocketbook so they would be ready to come out without any fuss. (00:27:00)
Continuity mistake: Melanie fiddles around in her pocketbook looking for the two cards, but in the next shot they're in her hand ready to come out. (00:22:25)
Continuity mistake: As Mitch and Melanie walk down the hill he's behind her and they're not touching. In the next shot he has his left hand behind her. (00:51:35)
Continuity mistake: When Lydia recalls Mr. Faucet's face, the chair on the left is casting a very dark shadow against the wall that wasn't there before when Melanie brought the tea in. (01:03:35)
Continuity mistake: The picture frame on the left of Annie's desk has been moved from when we first saw it. It's been turned in slightly and moved away from the lamp at the end of the scene. (00:46:45)
Continuity mistake: When the birds start to attack again Mitch starts to run out of the restaurant and the old drunk at the bar is asleep. In the next shot of Mitch at the door he's suddenly awake. (01:24:40)
Continuity mistake: As they talk to the policeman Lydia rearranges the picture of her father above the piano. In the next shot a black bird appears next to the fallen statue on the left that wasn't there before. (00:57:30)
Continuity mistake: When Melanie shows Annie the nightgown she bought, there's a box directly behind Melanie's brandy glass. Now it's silver, but before it was turquoise. (00:46:55)
Continuity mistake: After she throws up, Melanie brings Cathy back out from the bathroom and the scales on the table and the curtains behind them are very well lit. No one turned off any lights, but a few shots later when the birds start the next attack Melanie stands and the scales and curtain are in the dark. (01:40:10)
Continuity mistake: In the party scene the close-up of Melanie, Annie and Mitch together had to be shot at a totally different time. Before, the structure behind the swing set had a long shadow across its window. Now the window has no shadow on it at all. (00:52:30)
Continuity mistake: After a good night's sleep, Melanie looks out the window to see Lydia drive off in the green pick-up truck. If you look at the light fixture above and to the left of her head you can see by the shadow on the wall that the lighting changes between shots. (00:58:25)
Continuity mistake: As Melanie and Mitch approach the top of his hill he's walking in front. In the next shot she is. (00:48:10)
Continuity mistake: The end of this scene as the children near the bottom of the hill has been shot at a different time from the beginning, as the sun is now the front of them and their shadows are cast in the opposite direction. (01:14:00)
Continuity mistake: When we first see the three-branched lamp to the left of Annie's couch one branch is facing the camera and two are behind the lamp. Now, as she sits sipping her brandy the lamp has been reversed with the lone branch in the back facing the wall. It's much easier to see if you look at the branch in the lampshade. (00:41:10 - 00:43:30)
Continuity mistake: The neckline of Lydia's nightgown changes between shots as she says to Melanie, "No, no don't go." (01:05:55)
Continuity mistake: There's a green pamphlet right next to the ashtray that the bird flies into. When Mitch put his hat over the bird the pamphlet is further away. (00:06:10)
Continuity mistake: As Melanie walks into the elevator to go up to Mitch's apartment, we never see the shadow of the door close as we see in the next shot when it opens. (00:09:40)
Continuity mistake: Mitch holds the bottle of peroxide differently between shots. The first time he holds it close to her face with his middle finger awkwardly sticking out. In the next shot all of his fingers are wrapped around the bottle. (00:27:30)
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.