Continuity mistake: There's a bright reflection of a studio light on the wall to the right of the clock on the mantle that appears between shots. (01:04:25)
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: Before Melanie gets up to talk to Mitch on the phone her necklace has been rearranged between shots so that it now hangs lower around her neck. (00:45:05)
Continuity mistake: In the wide shot as Melanie brings the girl in the light blue dress to the house the front of the lawn chair facing the hill is angled to the right of the pole behind it. When Mitch carries the girl into the house, it's angled to the left of the pole. (00:53:00)
Continuity mistake: Behind Annie's record player are a set of records in a holder. If you look closely at the drapes directly to the right of the records they've been moved and have more pleats showing than when we first saw them at that the beginning of this scene. (00:46:55)
Continuity mistake: Lydia puts her plate of food on the table in front of her as she gets up. She never touches it again, but later on in the bird attack the plate of food has been moved onto the couch near Melanie's plate in front of the red pillow. (00:54:50)
Continuity mistake: As Mitch looks at the birds in the kitchen, the position of the perch changes between shots from in the middle of the cage to right of the door in the close-up. (01:38:00)
Continuity mistake: There are two different perspectives when Mitch puts the peroxide on Melanie's cut. The first is the close-up of her face and there's no blood on the piece of cotton. The second is the close-up of him and in these shots there's plenty of blood on the cotton, and they keep switching between the shots. (00:27:35)
Continuity mistake: As Melanie talks to Mitch the stack of magazines on the desk are straightened up and moved to the right between shots. When we first see them as Annie sits behind the desk smoking her cigarette they're not stacked evenly. (00:45:45)
Audio problem: As Mitch points with his left hand towards the beautiful view from the top of his hill, he is saying something to Melanie, that has been edited out. (00:48:20)
Continuity mistake: After Annie lights Melanie's cigarette her left hand moves from the lighter to her cigarette between shots. (00:17:00)
Continuity mistake: After Mitch pours out their drinks on the top of the hill he holds the cap on top of the bottle down with his index finger. In the next shot he's holding the bottle further down and his index finger is around the neck on the side of the bottle. (00:48:45)
Continuity mistake: As she's attacked in the bedroom the first scratch on Melanie's left forearm moves further up two shots later when see it again. (01:48:05)
Continuity mistake: As Melanie leaves with the tea to go check on Cathy at the school the left side of Lydia's nightgown changes between shots and is no longer protruding from her sweater. (01:07:55)
Revealing mistake: When Melanie walks into the bedroom and covers her face with their hands something is wrong with the superimposing process. It looks as though there are wires running up and down the screen as soon as the birds start flying at her. (01:47:40)
Continuity mistake: No one went near it, but the chair at the left of the dinner table has been pushed in right up against the table between shots. (00:54:10)
Continuity mistake: As the birds fly out of the fireplace the silver ashtray on the table to the right of Mitch moves closer to him. (00:54:35)
Continuity mistake: As Melanie approaches Doodles Weaver to get her boat there are no lobster traps where he is standing. Two shots later she climbs down the ladder and there are two traps to the right of the ladder. (00:20:00)
Continuity mistake: In the close-up of Melanie as she watches Lydia try to fix up the place after the bird attack there's a bird caught in a pleat on the drapes behind and to the right of her head. At first the pleat goes to the right but later as she walks over to Mitch the bird and drapes have been rearranged so the pleat goes straight down. (00:57:35)
Continuity mistake: As Lydia and the girl in the orange dress run into the house, there's just a plain wall with none of the background of the room that we see at the end of the scene. (00:52:55)
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.