Continuity mistake: After Melanie decides to stay for the night Lydia watches the policemen and everyone else leave. Between shots they've rearranged her pearl necklace and it now sits lower on her neckline. (00:57:45)
Continuity mistake: In her room Melanie walks past a mirror that shows a reflection of the blanket on her bed. After she looks out the window at the pick-up truck she walks back and the lighting on the bed is turned off and the reflection is now dark. But if you look closely it's not dark enough to tell the bed has now been made up. (00:58:20)
Continuity mistake: In her room Melanie has the green dress hanging to the left of the mirror over the sink. When she returns to that spot after looking out the window, the dress has been moved. (00:58:20)
Continuity mistake: In her room as Melanie walks past the mirror the first time there is nothing on the upper wooden ledge in front of the glass. As she walks back from the window there's plenty of stuff there. (00:58:20)
Continuity mistake: After a good night's sleep, Melanie looks out the window to see Lydia drive off in the green pick-up truck. If you look at the light fixture above and to the left of her head you can see by the shadow on the wall that the lighting changes between shots. (00:58:25)
Continuity mistake: In the long shot as Lydia drives up to Mr. Faucet's farm the small structure in front of the building on the far right has four windows. As she parks the truck, we see that structure only has two windows. (00:58:45)
Continuity mistake: When Mrs. Brenner escapes the neighbor's farm after finding him dead with eyes pecked out, she is driving so fast that there is a half mile long dust storm trailing behind her pickup truck. She slides almost sideways to a stop in her yard. In the next shot she is seen bolting from the truck... with not a speck of dust stirring anywhere to be seen. (00:59:00)
Continuity mistake: Before Lydia walks up to Mr. Faucet's door the day is overcast with no sunlight shining underneath his porch. As she walks through the door it looks as though she's in bright sunlight with her shadow casts on the screen door. (00:59:25)
Continuity mistake: As Lydia walks up to Mr. Faucet's door she takes off her right glove and puts it in her left hand. Her right hand is empty and she uses it to open the door but when she comes through the other side of the door, the glove is in her hand again. (00:59:25)
Continuity mistake: At Mr. Faucet's house, both doors that Lydia walks through are blue but after she walks in the door is white. (00:59:35)
Continuity mistake: As Lydia looks through the window of Mr. Faucet's kitchen there is a distinct pattern on the wall to her left. As she comes through the door the pattern on the wall is different and she's in a different room. (00:59:35)
Continuity mistake: As Lydia walks through Mr. Faucet's door her pocketbook is brown. We get several other good looks at it as she walks into the house and down the hall and it's now black. (00:59:35)
Continuity mistake: Before Lydia walks into Mr. Faucet's room she looks to her left and her face is entirely illuminated by the light coming from his room. In the next shot as she walks in only the left side of her face is illuminated. (01:00:10)
Continuity mistake: As Lydia walks up to Mr. Faucet's room, the hallway is dark except for the light coming through the door. The sunlight on the floor is much wider than the window of the door in front of her and there's no evidence of any light fixture above her or her hair would be lit up. (01:00:10)
Continuity mistake: As Lydia walks into Mr. Faucet's room her shadow from the window in front of her falls on the wall to the right of the hallway. In the next shot looking at her coming through the door there's no shadow on the wall. (01:00:15)
Continuity mistake: Lydia is holding her glove in her right hand and her pocketbook in her left as she walks into Mr. Faucet's room. The pocketbook never switches hands but when she runs out, she drops both of them from her right hand. (01:00:15)
Continuity mistake: When Lydia first looks into Mr. Faucet's room she sees a dead bird smashed up against his window. If you look at the drawing of the backdrop outside the window it's a bright sunshiny day but when Lydia was just outside, and again when she leaves, the sky was overcast. (01:00:20)
Continuity mistake: In the very last close-up of Mr. Faucet's face the right side of his collar has been changed from the previous shot. It's now tucked under his shirt. (01:00:30)
Continuity mistake: In his bedroom when Lydia sees Mr. Faucet's body with his eyes pecked out. Watch very closely and you can see his left foot move. (01:00:30)
Continuity mistake: The crew moves Mr. Faucet's body between shots. His right foot is moved under the bed and the pattern of the rug underneath his feet is the tip off. (01:00:30)
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.