Deliberate mistake: The fake dried blood on Melanie's forehead comes off too quickly and totally with the dry Kleenex that she uses. (00:27:10)
Continuity mistake: At the end of the bird attack Melanie gets Lydia and Cathy out through the side door. If you look to the left of the screen the wall behind and around the lamp where the painting hangs is dark. In the last shot of the birds flying around the painting is lit. (00:56:00)
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: 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: As Annie goes across the room to get an ashtray, you can see that the next room is pitch black. In a previous shot when she went to get the brandy it was lit up and she never touched a light switch. (00:44:10)
Continuity mistake: As Mitch runs to get the hammer and nails for the front door notice the top leaf of the fern plant to his left. It gets rearranged in the next shot, as Melanie watches him, with one fern sticking out from the middle that wasn't there before. (01:43:45)
Continuity mistake: As Melanie starts off across the Bay, we see two boats and a red building to the left of the matte drawing that weren't there when she approached the boat keeper. (00:20:45)
Continuity mistake: When Annie gets up and says, " I think I'll have some of that" her cigarette is half gone with a long ash on it. In the next shot as she fiddles with the brandy bottle her cigarette is brand new. (00:42:50)
Visible crew/equipment: A large equipment shadow can be seen on Melanie and Mitch as they stop to look at the people in the restaurant hiding in the corner. (01:28:05)
Continuity mistake: When Mitch picks up the mirror his right hand grabs one of the umbrellas hanging on the right of the mirror. It in the next shot the umbrella has disappeared. (01:43:30)
Visible crew/equipment: As Melanie parks in front of the general store stage lighting and the reflection of a crew member can be seen in her car door as she opens it. (00:12:20)
Visible crew/equipment: As Melanie sits down on Annie's couch you can see the shadow of the boom mike move across the books in the bookcase to her left. (00:41:20)
Visible crew/equipment: As the birds fly around the house there's a close-up of Melanie holding Cathy with Lydia in the background. If you look closely near the picture on the left wall you can see the shadow of the wires holding up some of the birds. (00:55:30)
Continuity mistake: There are two red books on the living room table next to Mitch's napkin. No one goes near them but later in this scene when everyone has left and the birds are flying around Mitch's dinner plate is there but the red books are not. (00:54:45 - 00:56:10)
Continuity mistake: As Lydia calls Fred Brinkmeyer about the chickens, notice the lamp and candle to the left of the phone. When Mitch uses this lamp later to tie the shutter closed it and the candlestick holder next to it are moved 90 degrees so that they are facing against the wall. (00:33:40)
Continuity mistake: As she cleans up after dinner Lydia says, "Then you knew Mitch in San Francisco". The drapes right over her head are pushed back more between the two shots. (00:35:45)
Continuity mistake: When Mitch takes Melanie to try to get help after she is hit by the gull the first door they come upon says, "out to lunch". If you look closely as they walk up to the door they're in bright sunlight but in the next shot as they get to the door it's overcast. (00:26:10)
Continuity mistake: When Annie asks her how dinner at Mitch's went Melanie holds the glass of brandy differently between shots. (00:41:40)
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)
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.