Continuity mistake: When Melanie says to the store manager, "The little girl's name," a bunch of items appear to the right of the store manager, one named "Magic Puzzle," that weren't there in the previous shot. (00:14:35)
Continuity mistake: The girl in the red sweater's facial cuts get much worse when we see her in the station wagon. (00:14:55)
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)
Audio problem: As Melanie parks in front of Annie's house the audio of her car engine is not in sync with the film. The engine sound stops before the exhaust stops coming out of her tail pipe and she eventually pops the clutch to stop the engine from running on. (00:16:00)
Continuity mistake: Melanie's car was dirty from the long drive up the coast as she parked in front of the general store. She drove directly to Annie's house past the Bodega Bay School and all the dirt has now disappeared. (00:16:05)
Continuity mistake: As Melanie walks up to Annie's, the porch casts it's shadow on the front door. In the next shot the door is lit up by sunlight. (00:16:20)
Continuity mistake: As Melanie rings Annie's doorbell, there's a distinct reflection in the door. Later when Annie walks up onto the porch there's no reflection in the window of the door because they've been removed. (00:16:30)
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 and Annie smoke their cigarettes you can see the shadow of her tree on the door post but when we saw this spot before as Melanie walked up to the house it wasn't there. (00:16:50)
Continuity mistake: After Annie lights Melanie's cigarette her left hand moves from the lighter to her cigarette between shots. (00:17:00)
Continuity mistake: The front of and a lock of hair below Annie's right ear is combed differently between shots as she smokes a cigarette with Melanie and tells her that Mitch's sister's name is Cathy. (00:17:00)
Continuity mistake: As they speak on Annie's front porch Melanie says, "Well, I'd better be on my way" and her left hand is at her side. In the next shot she's holding it straight out. (00:17:50)
Audio problem: When Annie says, "Did you drive up from San Francisco by the coast road?" her lips are mouthing something different. (00:17:55)
Continuity mistake: As Annie leans up against the middle of the red mailbox she knocks the flag down. When we see her again her right arm is pushed up against the front of the mailbox and some amount of time, longer than the three seconds implied, has gone by as the shadow of the mailbox's handle moves between shots. (00:18:00)
Continuity mistake: As Annie and Melanie speak about how they met Mitch, watch the shadow move down the front door. A considerable amount of time has gone by between shots. (00:18:05)
Continuity mistake: The position of Melanie's car has changed from when she first parked it in front of Annie's house. At first the rear wheels are adjacent to the steps, but later they've been moved back slightly so the front seat is adjacent to the steps for Annie to lean in when they speak. (00:18:10)
Continuity mistake: The signature on the card that Melanie signs to Cathy in the close-up on the hood of the car is different when she leaves it leaning on the birdcage at Mitch's house. The "Y" at the end of her name is different on the two envelopes. (00:18:55)
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: After Melanie signs the card to Cathy she never puts her left glove back on. We're able to see her drive down uninterrupted to the boat and she never puts it on, but when she walks out of the car to the boat it's back on. (00:19:05)
Continuity mistake: Melanie's car is parked in front of the Bodega Bay bar as she fills out the card to Cathy then she pulls straight forward. In the next shot we see a car parked in front of her that she should have hit. (00:19:15)
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.