Continuity mistake: The stuff inside Mitch's barn is lit differently and moved between shots. (00:22:05 - 00:22:40)
Continuity mistake: The gas station fire in front of the pumps becomes much worse between shots as Melanie watches it from the phone booth. (01:26:20)
Continuity mistake: After Mitch and Melanie walk past the door that says, "Out to Lunch," look at the numbers on the front of the boat behind them you'll see that they change between shots. (00:26:15)
Continuity mistake: In the long shot as Lydia drives up to Mr. Faucet's farm the small structure in front of the building on the far right has four windows. As she parks the truck, we see that structure only has two windows. (00:58:45)
Continuity mistake: After Annie pours Melanie a brandy the upper part of the wall behind her and to her right darkens considerably between shots and no lights have been touched. (00:41:40)
Continuity mistake: The number of pencils in Annie's pencil holder decreases throughout this scene without being touched. (00:42:25 - 00:46:35)
Continuity mistake: As Melanie and Mitch approach the restaurant there's a fence that they pass on the left before they get to the door. When we see this spot later in the movie the fence is not there. (00:26:25 - 01:26:15)
Continuity mistake: Before the birds fly out of the fireplace Mitch puts his napkin on the table to his right with the dark green side up. As the birds fly out of the fireplace the napkin has been flipped over to the light green side without being touched. (00:54:30)
Continuity mistake: Before the birds fly out of the fireplace Lydia sits on the couch and there are two pillows behind her a red one on the left and a green one on the right. She doesn't move from the spot but two shots later as the birds fly into the room the pillows are reversed. (00:54:25)
Continuity mistake: The house has only one gazebo and when the first bird swoops down at Cathy it flies over a different gazebo from the one we see later in the scene. The top is pointed and higher, and the correct one has a tree above almost touching it and shadows from the tree falling on it. (00:52:00)
Continuity mistake: At the house Mitch's white car is parked facing the water. When we see it later it's parked at a 45-degree angle to the water but he hasn't touched it. (00:21:20 - 00:23:35)
Continuity mistake: Melanie leaves the oar of the boat leaning against the rear seat. Later when she comes back to the boat, the oar is lifted up and sitting on the middle and rear seat. (00:21:50 - 00:23:10)
Continuity mistake: When Annie capped up the brandy bottle the label was facing the camera and her glass was almost touching it. Later when she goes back to poor a glass for herself the label is turned 90 degrees and she has to reach for the glass. (00:43:00)
Continuity mistake: When Melanie takes her cigarette case out of her pocketbook she holds it in her right hand between her thumb and four fingers. In the next shot her index finger is inside the case. (01:09:55)
Continuity mistake: The cut Melanie gets, after being attacked by the first gull, goes away completely after being treated. There should still be some kind of mark. (00:30:50)
Continuity mistake: After Mitch puts the logs in the fireplace he runs without jumping over anything to the window behind the desk. Later when we see that spot just before the lights blow out the logs extend all the way to the brown chair without any space in between for him to run through. (01:41:20)
Continuity mistake: The gas station attendant drops the gas hose as the bird hits him and the first spray of gas wets the gravel to the right of it. The next time the hose is seen it's moved closer to the cement below the pump, it's shooting at a different angle and the gravel to the right is dry. (01:24:35)
Continuity mistake: The angle of Annie's head changes from looking to the left when we first see her to looking up in the close-up. (01:30:30)
Continuity mistake: As Melanie and Mitch walk past the side of the restaurant look closely at the windows at the top left of the screen. They have transparent green shades on the rear windows that are pulled down about one-third of the way from the top. In the next shot, when we see the back of the restaurant, no shades are pulled down. (00:26:25)
Continuity mistake: As Melanie approaches Mitch's house for the first time we see one single fence around the yard where the children are attacked by the birds in the party scene. Later in the movie there's a double fence there. (00:21:35 - 00:52:35)
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.