Continuity mistake: As Melanie hands lumber to Mitch the upper window has no curtains on it and a light can be seen shining through. In the next shot there are curtains on the window. (01:34:00)
Continuity mistake: During the bird attack, Lydia and Cathy start running towards the dinner table and the drapes to the left of the door are pitch black. The next time we see these drapes they're lit up. (01:41:00)
Continuity mistake: As Melanie and Mitch walk up to Annie's house they pass the school and you can see that the bench that Melanie sat on in front of the monkey bars has been removed. (01:30:00)
Continuity mistake: As Melanie approaches the boat keeper her pocketbook is hanging around her wrist. In the next shot as she speaks to him the pocketbook is in the crook of her arm. (00:20:00)
Continuity mistake: As they speak on Annie's front porch Melanie says, "Well, I'd better be on my way" and her left hand is at her side. In the next shot she's holding it straight out. (00:17:50)
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 and the cashier try to catch the bird they are close together in the close up but further apart in the next shot when we just see their hands in the air. (00:06:05)
Continuity mistake: During the bird attack Melanie crushes the shade on the lamp in the corner. Several shots later it looks almost like new. (01:41:35)
Continuity mistake: As they all sit down to have dinner Lydia covers the lovebird's cage with a cloth. After the birds fly from the fireplace we see the birdcage again and you can tell by the edges that the cloth is in a different position even though no one went near it. (00:54:10)
Continuity mistake: The phone booth changes when Melanie is in it during the bird attack later in the movie. Here the green part on the bottom has three vent slits per row, later when the fire is behind it you can see four vent slits per row. (00:26:25 - 01:26:15)
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.