Continuity mistake: There are two red books on the living room table next to Mitch's napkin. No one goes near them but later in this scene when everyone has left and the birds are flying around Mitch's dinner plate is there but the red books are not. (00:54:45 - 00:56:10)
Continuity mistake: As Lydia calls Fred Brinkmeyer about the chickens, notice the lamp and candle to the left of the phone. When Mitch uses this lamp later to tie the shutter closed it and the candlestick holder next to it are moved 90 degrees so that they are facing against the wall. (00:33:40)
Continuity mistake: As she cleans up after dinner Lydia says, "Then you knew Mitch in San Francisco". The drapes right over her head are pushed back more between the two shots. (00:35:45)
Continuity mistake: When Mitch takes Melanie to try to get help after she is hit by the gull the first door they come upon says, "out to lunch". If you look closely as they walk up to the door they're in bright sunlight but in the next shot as they get to the door it's overcast. (00:26:10)
Continuity mistake: When Annie asks her how dinner at Mitch's went Melanie holds the glass of brandy differently between shots. (00:41:40)
Continuity mistake: The store manager has a pencil in his chest pocket when he finishes speaking to Melanie outside the store. Even though he never touches it it's shorter as he talks on the phone to the boat keeper. (00:15:00)
Continuity mistake: The fourth shot of Melanie's legs in the room with the birds shows ripped stockings around her ankles looking like cob webs. The next time we see her feet, the stockings are intact. (01:48:15)
Continuity mistake: When Melanie Says, "There we are, love birds" there are no shadows on the edge of the cage near her face. The next time we see this spot the lighting has been changed so that you can see the shadow on the edge of the cage. (00:04:45)
Continuity mistake: Earlier when the birds come out of the fireplace Mitch puts his plate of food down on the table in front of him. Later when he turns the table over, the plate of food is not there. (00:55:15)
Continuity mistake: When Melanie and Mitch first meet she holds the pencil up to her chin and it's not there in the next shot. (00:04:10)
Continuity mistake: As Melanie and Mitch walk past her car on the way to Annie's, it moves forward between shots, closer to the corner of the school past the flag pole. (01:29:45)
Continuity mistake: In the restaurant as Mitch says, "We can get Cathy at Annie's now," Melanie looks at the floor, then at Mitch between shots. (01:28:10)
Continuity mistake: As Melanie and the rest look out of the restaurant window the pencil in the ear of the waitress is in one place in the close-ups and another in the wider shots. (01:25:00)
Continuity mistake: As Melanie and the store manager look across the bay the piece of paper scotch taped to the window above his head is reversed. The picture of the woman is to the left of the piece of paper but when we see it from the inside as Melanie walks into the store it's reversed. (00:13:15)
Continuity mistake: As Melanie places the card for Cathy on the bird cage one bird appears on the lower perch that wasn't there before. In the next shot it disappears again. (00:22:30)
Continuity mistake: We see the back of Mitch's coat as he reaches for the doorknob of the restaurant. It's wetter in the next shot as he brings Melanie back into the restaurant. (01:27:45)
Continuity mistake: As Melanie is in the living room we see a lamp on the table between the two chairs that is later removed and never seen again in the movie. (00:22:25)
Continuity mistake: After Melanie takes off her right glove she puts it on top of her pocketbook with her left hand twice. (00:02:35)
Continuity mistake: As Melanie and Mitch look at Annie's body more time elapses then we are led to believe. There's a car parked on the road directly behind them and there are no cuts in the time line of the movie, but ten seconds later we see that spot again and the car is gone. (01:30:25)
Continuity mistake: As Mitch and Lydia talk in the kitchen the far wall in the dining room becomes darker between shots. (00:38:00)
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.