Continuity mistake: As he places the table over the opening of the fireplace Mitch's hands change position between shots. In the second shot he's holding the leg of the table, in the first he's not. (00:55:15)
Continuity mistake: Before dinner as they stand on the porch talking Cathy smiles and looks up at Melanie. In the next shot she's looking down at the ground. (00:32:20)
Deliberate mistake: Some of the children that are running in front of the superimposed background were never in the classroom. For example the blonde girl in the blue and white sweater in the middle of the second shot and the girl in the green sweater in the center of the third shot were not there. (01:13:40)
Plot hole: When Jessica Tandy walks into Mr. Faucet's house everything is in perfect shape except a couple of broken cups, and there's not a dead bird in sight. (00:59:40)
Continuity mistake: Doodles Weaver changes from looking at the boat to looking at Melanie's pocketbook between shots before she walks down the ladder. (00:20:05)
Other mistake: As Melanie and Mitch come back down from the hill the camera pans to Annie, you can see the stage lighting flickering on her sweater. (00:51:40)
Continuity mistake: The gas station attendant is standing on a red hose as the bird hits him. The next time we see him he's out cold but the red hose has been neatly wrapped up even though no one went near it. (01:24:35)
Continuity mistake: As Melanie and Mitch walk down the hill Annie and Cathy are standing in the middle of the yard with two other children between them and the lounge chair. In the next shot as we see Lydia carrying the cake, the two children disappear and Annie and Cathy have moved to the left closer to the door. (00:51:35)
Revealing mistake: In the first shot of the children running down the hill looking from behind we see several children in the front of the pack (superimposed background) with fake birds tied around their shoulders. (01:14:00)
Continuity mistake: As Lydia runs into the house with Cathy, we see a black light fixture between the window and door the that wasn't there before when she brought the cake out. (00:52:55)
Visible crew/equipment: As Mitch watches Melanie with his binoculars he looks directly into the opening of the camera lens. You can see its dark reflection on the right lens of his binoculars. The next time we see them the reflection is gone and both lenses look the same. (00:24:20)
Continuity mistake: The last piece of wood that Melanie hands to Mitch is not the same one that he grabs. The end is split and doesn't have a prominent knot in it but when Mitch grabs it there's no split and it has a large knot in it. (01:34:20)
Continuity mistake: The lamp directly behind Melanie as she sits down is turned off. In the next shot when Annie brings in the brandy it's turned on. (00:41:25)
Continuity mistake: As Melanie runs inside the phone booth a black device has appeared above the telephone. In a previous shot as Mitch runs to help the gas station attendant we see inside the phone booth and that device is not there. (01:26:15)
Visible crew/equipment: As Mitch admires the lovebirds, before he walks out of the kitchen, you can see the shadow of the camera on the cabinet on the far left as it zooms in. (01:38:00)
Continuity mistake: When Mitch puts the mirror up against the front door the light fixture above his head goes from being perfectly still to swaying wildly between shots and he didn't touch it. (01:43:35)
Continuity mistake: As Mitch lifts Annie's body to take her inside the house two black rags or shreds of her clothing appear on the porch that weren't there in a previous shot. (01:31:45)
Continuity mistake: At the gas station fire the two fireman that lose their grip on the hose disappear between shots. (01:27:00)
Continuity mistake: As the birds start flying around the room Lydia gets up and the green pillow behind her is on the left and the red pillow is on the right. When Mitch overturns the table the red is on the left and the green on the right. (00:54:50)
Continuity mistake: As Melanie and Annie talk about Lydia, Melanie never stops holding her drink with both hands but her necklace gets higher on her neck between shots. (00:43:55)
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.