Continuity mistake: When Melanie walks up the dock to Mitch's house there's a tower (to the left of her head) on the far side of Bodega bay. Two shots later a sailboat appears on the other side of the bay, slightly to the left of the tower, that wasn't there before. (00:21:55)
Continuity mistake: So it can be seen better as Melanie looks out the window the stuff inside Mitch's barn is lit differently and moved between shots. (00:22:05 - 00:22:40)
Continuity mistake: As Melanie walks through Mitch's front door she's looking down at the door knob. In the next shot as she walks through she's looking forward. (00:22:05)
Continuity mistake: The stuff inside Mitch's barn is lit differently and moved between shots. (00:22:05 - 00:22:40)
Continuity mistake: As Melanie opens Mitch's front door, her pocketbook is strapped around her wrist. In the next shot, as she comes through the door, the pocketbook is up around her forearm. (00:22:10)
Continuity mistake: After Melanie walks into Mitch's house and puts the cage down we see that there are no birds either on the perches or in the bottom of the cage. (00:22:15)
Continuity mistake: Melanie fiddles around in her pocketbook looking for the two cards, but in the next shot they're in her hand ready to come out. (00:22:25)
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: The shadow cast by the cage gets shorter between shots as she puts the card for Cathy up against it. (00:22:25)
Continuity mistake: When Melanie first reaches into her pocketbook for the card she's about a foot away from the cage. In the next shot as she puts the card against the cage her pocketbook is practically touching the seat. (00:22:25)
Continuity mistake: As Melanie is in the living room we see a lamp on the table between the two chairs that is later removed and never seen again in the movie. (00:22:25)
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 places the card for Cathy on the bird cage one bird appears on the lower perch that wasn't there before. In the next shot it disappears again. (00:22:30)
Continuity mistake: After Melanie rips up the message to Mitch, she grabs and closes her pocketbook twice. (00:22:35)
Continuity mistake: Melanie is only in Mitch's house for one minute, but the tide has already gone out enough to beach the other boat tied to the dock. (00:23:00)
Continuity mistake: As Melanie leaves Mitch's house, the barn alternates between having a blue sky behind it and having clouds behind it. (00:23:00)
Continuity mistake: No one touches the two yellow buoys on the end of Mitch's doc, but after Melanie leaves the birds in the house they've changed position relative to the wooden planks underneath. (00:23:10)
Continuity mistake: As Melanie gets back into the boat she places her pocketbook in the back with the latch facing her. In the next shot as she watches Mitch on the shore the pocketbook is reversed and it stays that way until she gets out of the boat after being hit by the gull. (00:23:25)
Continuity mistake: As Melanie watches Mitch from out on the boat, someone opened the shades on the left lower window of the house. In the next shot as Mitch watches her with the binoculars the shades are closed again. (00:24:10)
Continuity mistake: As Mitch holds his binoculars in order to see Melanie, the left strap comes down in the middle of the palm of his hand. We know he hasn't put the binoculars down but in the next shot he's holding them differently with the strap moved over two inches closer to his sweater's sleeve. (00:24:15)
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.