Continuity mistake: As Melanie sits with the brandy, a lamp is behind her. When we see it a few shots later as she sits differently, the lamp has been moved forward. If she sat back in the chair the way she was before, she'd hit it. (00:41:55)
Continuity mistake: When Melanie starts on her journey across the bay the sun should be on her left as we saw in the way her shadow fell as she walked up to the boat keeper. A considerable amount of time must have gone by because the sun is now in front of her and to the right. (00:20:40)
Continuity mistake: When Mitch asks Melanie how you can tell if birds are molting, the canaries behind her are perching above her head. In the next shot of both of them together, they're still right up against the cage but the perch is lower. (00:05:20)
Visible crew/equipment: After Melanie walks through the doorway, the camera moves backwards as she walks down the hallway. Its shadow moves across the doorpost to the left of the scales. (00:22:15)
Continuity mistake: As Melanie and Mitch walk past the side of the restaurant look closely at the second and third windows from the right. Now we can see right into the place through these but after they walk into the restaurant look behind the bar all three windows have drawn blinds. (00:26:25)
Continuity mistake: No one is sitting inside the window at the left of the restaurant as they walk by. In the next shot inside the restaurant there are people sitting there. (00:26:25)
Audio problem: The overdub of Melanie playing piano in the living room is the same volume when the scene changes to a different room as Mitch and Lydia talk inside the kitchen. (00:37:55)
Continuity mistake: As Melanie stands in front of the pet shop and watches the birds flying, more time passes than the two seconds implied. The kittens in the right window go from playing to sleeping between shots and a grey kitten appears in the window that wasn't there before. (00:02:05)
Continuity mistake: When Rod Taylor is putting boards over the windows of the house, he asks Tippi Hendron for "another plank" and she hands him one, using both hands. The shot cuts to him taking the plank from her, and when it cuts back to her, she is holding another plank. (01:34:10)
Continuity mistake: As the kids are almost at the bottom of the hill they pass the church, fence and propane tanks again that were back at the top of the hill, on the same block as the school. (01:14:25)
Continuity mistake: As Melanie looks at the little girl in the blue dress she's trying to climb under the inner of two fences before a bird attacks her. When Melanie runs to her there's only one fence. (00:52:35)
Continuity mistake: After coming back out of the school Melanie sits down to have a smoke and the strap of her handbag is in the crook of her arm. In the next shot it's around her wrist touching her watch. (01:09:55)
Continuity mistake: The seat that Mitch sits on is placed right in front of the piano. Later in the scene it moves to the right without being touched. (01:40:25)
Continuity mistake: After Lydia cleans off the coffee table when she returns and sits down there are only two boxes and a bowl on the coffee table. When Melanie brings Cathy back from the bathroom there are more than three items, such as an ashtray, on the table and Mitch and Lydia haven't moved from their seats. (01:39:20)
Continuity mistake: When Melanie first shows the two birds in the cage to Mitch they change in the next shot. In the close-up they have a distinctive dark yellow patch on their tail feathers that the previous birds didn't have. (00:05:30)
Continuity mistake: As she runs down the hill from the school, Melanie passes by the same fence on the right twice. Once in the second shot when she's in front of Annie then again in the fifth shot when she's in the back behind everyone else. (00:13:40)
Continuity mistake: After the gull attack Deke, Carter comes around the bar twice as Melanie sits down. (00:26:45)
Continuity mistake: Mitch picks up a perfectly polished oval stone from Annie's garden. In the next shot as he gets ready to throw it at the crows on the roof, it changes into a jagged rock half the size. (01:31:10)
Continuity mistake: After finding Annie's dead body on her porch, Mitch finds a stone to throw at the crows up on the roof. As he reaches for the stone there's nothing on his left, but in the next shot a bush with stones around it appears. It disappears again in the next shot. (01:31:10)
Continuity mistake: When we first see Annie's dead body we also see the well groomed and raked gravel of her front walkway with not a pebble out of place. One shot later as Mitch runs up to her we see the impressions of his feet appearing in the gravel from a previous take. (01:30:20)
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.