Continuity mistake: Early in the movie Melanie makes a right turn as she goes up to Annie's house and we see a white post on the school side of the street and a stop sign on the opposite side. Now as she drives up to the school to check on Cathy we see the exact same spot and there's no stop sign. (01:08:10)
Continuity mistake: All through the party scene, the balloons change position, and balloons disappear and appear too. (00:49:45 - 00:51:10)
Continuity mistake: As the birds fly out of the fireplace, the pillows that Lydia was sitting on have been fluffed up between shots. (00:55:15)
Continuity mistake: When Melanie gets up and looks at the birds massed on the monkey bars the area behind her is a tree and a field. This background changes entirely when she and Mitch walk up to find Annie's body and there is what looks like a junk yard with a valley behind it. (01:11:20 - 01:30:00)
Continuity mistake: As Melanie opens the door to the bedroom there is no light except her flashlight but you can see two distinct reflections in the door knob, one of the flashlight and one of the studio light behind her. (01:47:15)
Continuity mistake: As they all run into the house to get away from the birds the redheaded boy in the grey-blue suit disappears. He runs across the lawn at the same time as Annie and the two little girls with her and should arrive at exactly the same time but we never see him again. Mitch even looks around in his direction to see if there are any children still outside before he enters the house. The boy just disappears from this scene and is not in the last shot of everyone inside the house either. (00:53:00)
Continuity mistake: As Mitch walks up to the garage door all the birds on the ground that are near him run away and there's nothing to his right except a garbage pail. Then just before he walks through the door two birds appear pecking at his feet. (01:53:00)
Continuity mistake: As the school children are running down the hill a white fence appears between shots in the background on the right of the screen. (01:13:40)
Continuity mistake: The blonde girl in the red with the red bows in her hair has a crow on her head that suddenly jumps to her right shoulder between shots. (01:13:45)
Continuity mistake: As Melanie is inside of the phone booth a man with birds attacking him runs up to her and there is a clear shot of the road extending past the restaurant. When this spot is seen earlier as Mitch and Melanie walk into the restaurant it's entirely different with a bunch of telephone poles on the left. (01:27:25)
Continuity mistake: When we saw the phone booth earlier in the movie it was sitting on rock now as Melanie runs inside it for protection from the bird attack it's sitting on asphalt. (01:26:15)
Continuity mistake: In the shot of the party looking down from the top of the hill the barbecue is sitting behind and to the middle of two lounge chairs. In the next shot the barbecue is to the left of the two lounge chairs. At the end of the scene it's moved back. (00:51:35)
Continuity mistake: As they all prepare to leave the house part of Melanie's bloody dress sticks right up towards her chin, but when Mitch and Lydia swing her around towards the car it's not sticking up anymore. (01:56:10)
Continuity mistake: When going along the water in her hired boat, Melanie passes a pole bobbing about in the water. In the next wide shot the pole has vanished. (00:19:50)
Continuity mistake: After Mitch finished pouring out the drinks for Melanie and himself there was still a little bit left in the bottle. He never pours out any more but as they get to the bottom of the hill when they throw away their glasses the bottle is empty. (00:51:35)
Continuity mistake: As Lydia runs into the house after arriving back home from the scene at Mr. Faucets house there's a brown shade at the top on the window to her right. Earlier after the party as she opens the curtain and looks outside from the dining room, the window has a drape and a curtain and no brown shade. (01:01:40)
Continuity mistake: As Melanie and Mitch walk up the hill behind his house Bodega Bay is at very low tide with a lot of sand bars showing. When they get to the top of the hill it's high tide. (00:48:00 - 00:52:25)
Continuity mistake: During the party as they walk up Mitch's hill Melanie has two swizzle sticks in her glass that switch to her left hand as they get to the top of hill. (00:48:10)
Continuity mistake: At the beginning, before Melanie walks behind the newsstand, it's an overcast day and she doesn't cast any shadow. As she emerges from the other side of the newsstand she casts several shadows against the wall and floor. The other people walking in front of the pet store are also casting shadows in several different directions. Throughout the film there are numerous changes regarding the casting of shadows between shots. (00:02:00)
Continuity mistake: As they get to the restaurant door, Melanie is to the right of Mitch, but in the next shot inside the restaurant she walks around him again to get on his right side. (00:26:30)
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.