Continuity mistake: When Melanie lets the bird go, her hands are at eye level. In the next shot they're totally over her head. (00:05:55)
Continuity mistake: As Lydia cleans off the coffee table and walks out with the tray the green pillow on the left of the couch is at the center of the screen. No one touches it but a few shots later as Melanie brings Cathy back from the bathroom it's been fluffed up with the right corner now being higher than the left. (01:39:15)
Continuity mistake: Mitch picks up the table with both hands holding the legs and this is how he places it up against the fireplace. Later we see it again as everyone exits the house and the table has been moved 90 degrees so that one lone leg is now at the top. (00:55:15)
Other mistake: In the long shot of Melanie just before she pulls into Bodega Bay there's a shadow of her car where it shouldn't be, moving from left to right about 100 feet in front of her just below the matte drawing of the background. (00:11:55)
Continuity mistake: As Melanie approaches Annie's door, the shade goes up between shots. (00:31:05)
Revealing mistake: The bird that Mitch catches under his hat is fake and doesn't move. However, in the next shot when he takes it out from under his hat the bird is real. There are numerous instances throughout the film where it is obvious that the birds are fake. (00:06:15)
Continuity mistake: As Melanie pulls up in front of the general store there's guy on the right in a dark blue shirt who changes position between shots. (00:12:20)
Deliberate mistake: It's supposed to be a moonlit night when Melanie walks into the bedroom. But when we see the opening where the birds got in there's a blue sky much brighter than it would actually be on such a night. (01:48:35)
Continuity mistake: After Melanie rings Annie's doorbell the circular hooks hanging from the bottom of the shades on her door and window disappear between shots. (00:16:30)
Continuity mistake: As Melanie signs the card to Cathy there's a guy in the phone booth to the left of the Bodega Bay bar who's not there in the next shot. (00:19:00)
Continuity mistake: When we first see Mitch sleeping on the couch after the last attack, the corner of the silver box to the left of him is facing Melanie. After she calls to him the box has been rotated so that one complete side is facing her. (01:45:25)
Continuity mistake: We see the gas hit the tire of the orange car, but in the next shot it's nowhere near the tire. (01:25:15)
Continuity mistake: As Melanie drives up to Mitch's we see a lot of fast shadows, like telephone poles, going by in the shot of the bird cage sitting on the floor board, but in the next long shot of the car driving there are no trees or other obstructions on the side of the road. (00:11:10)
Continuity mistake: When we see Melanie sitting with Cathy on the couch, as Mitch checks the windows, the coffee table with the coffee pot on it is between them and the ash tray on the table to the left of the brown chair. Later when Cathy asks, "Mitch, can I bring the lovebirds in here?" we see the ash tray and plenty of space to the right of Cathy but the coffee pot has been moved out of the way for this shot. (01:36:50 - 01:37:20)
Audio problem: When we first see Melanie play the piano, the melody line that we hear is not what she's playing with her right hand. (00:35:40)
Continuity mistake: The card for Cathy that Melanie places on the birdcage changes position between shots. At first it's up against the center of the birdcage then in the next shot it's been moved to the right. (00:22:30)
Continuity mistake: As Melanie takes the Kleenex out of her pocketbook we can see the latch facing away from her. She doesn't touch it again but near the middle of this scene, as she holds the cotton on her head, the pocketbook is reversed with the latch facing her. (00:27:10 - 00:28:50)
Continuity mistake: Before the birds fly out of the fireplace the pillow that Melanie is sitting on is behind her back. She doesn't touch it but after she gets up the pillow is against the side of the couch. (00:54:30)
Continuity mistake: In the living room when Melanie puts the cage down, the left side extends over the edge of the seat. In the next shot as she puts the card next to it, the cage doesn't extend over the edge of the seat anymore. (00:22:25)
Continuity mistake: Melanie closes the door of the phone booth with her right hand pushed up against the window, and in the next shot her right hand is tucked up close to her body touching the center of the phone booth door. While inside, Melanie goes from leaning against the door to leaning against the opposite window between shots. (01:26:25)
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.