Continuity mistake: There's a green pamphlet right next to the ashtray that the bird flies into. When Mitch put his hat over the bird the pamphlet is further away. (00:06:10)
Continuity mistake: When Mitch puts the bird he caught back in its cage, the cage to the right of Melanie as she walked in has been removed so it won't interfere with the camera's field of view. (00:06:25)
Continuity mistake: When Mitch puts the bird he caught back in its cage the other bird that was in the cage with it is not there. (00:06:25)
Continuity mistake: As Mitch says to Melanie, "Ah, but I know you," at first he's looking straight at her but then his head is tilted to the right between shots. (00:06:40)
Continuity mistake: In the pet shop before Melanie writes down Mitch's license number, an ashtray is right next to the phone. She never touches it but the next time we see it, it's behind the phone. (00:08:05)
Continuity mistake: As Melanie walks into the elevator to go up to Mitch's apartment, we never see the shadow of the door close as we see in the next shot when it opens. (00:09:40)
Continuity mistake: As the birds on the floorboard of Melanie's car lean to the right you hear her shift the car, but she doesn't touch the shifter or take her foot off the gas pedal. (00:10:10)
Continuity mistake: When she pulls out the letter to Mitch, we see inside Melanie's prop pocketbook and it's empty. Later in the movie she's able to pull whatever she needs out of it on a moment's notice. (00:10:15 - 00:26:55)
Continuity mistake: As Melanie leaves the card at Mitch's apartment door the drapes on the window behind her are still. In the next shot they are blowing in the wind. (00:10:20)
Continuity mistake: The lighting has changed as Melanie turns around to talk to Mitch's neighbor. When she first turns around her shadow is not on the wall and in the next shot it is. (00:10:25)
Continuity mistake: When we first see Melanie driving up to Bodega Bay there's no windshield in her car. (00:11:00)
Continuity mistake: In a close-up of her driving to Bodega Bay Melanie turns the steering wheel to the left and we hear the screeching of her wheels, but the background indicates she's still going straight. (00:11:05)
Continuity mistake: The top of the bird cage that Melanie brings to Mitch's apartment has 24 rungs but when we see it again on the floorboard of Melanie's car it has only 12 rungs. (00:11:10)
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: On the last leg of Melanie's journey just before she enters Bodega Bay she's driving on a dirt road, but they dub in the sound of her tires screeching on pavement as she negotiates the turns. (00:11:45)
Continuity mistake: As Melanie pulls into Bodega Bay she makes a sharp right turn in bright sunlight but the shadow of her head never appears where it should be on the seat behind her. (00:12:00)
Continuity mistake: As Melanie drives up the main street of Bodega Bay a kid on a bike appears riding behind her between shots. He wasn't there in the previous shot when they show her behind the steering wheel and we can see back behind her car. (00:12:05)
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)
Continuity mistake: When Melanie parks in front of the general store, a loose hose is hanging down from the front of her car. In the next scene as she drives directly up to Annie's, the hose is gone. (00:12:30 - 00:15:40)
Continuity mistake: As the store manager takes Melanie outside to look at Mitch's house, the dog license sign on the window of the door is reversed from when Melanie walked up. (00:13:05)
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.