In the aforementioned episode (Season 3, Episode 4: “Birds of a Feather”), Melissa explained that an unknown person sent her the Black Swan costume with instructions to wear it and keep Jenna (Tammin Sursok) distracted. The anonymous person said they would tell everyone that she was faking her pregnancy if she didn’t comply. Spencer basically believed her, even if the other Liars didn’t trust her at all.
Nevertheless, Melissa has a lot of unfinished business in Rosewood, and a lot of explaining to do. For one thing, we’re still not convinced that Ian (Ryan Merriman) was the father of her unborn baby. If he was, then why was Garrett (Yani Gellman) secretly helping her get to the gynecologist? It might be because Garrett was Ian’s friend, but then why wouldn’t they just be open about their own friendship, instead of keeping it secret?
Then there’s the Jason (Drew Van Acker) issue. In a flashback scene, Alison (Sasha Pieterse) suggests to Spencer that there was more going on between Jason and Melissa than she knew. In Season 2, Episode 19: "The Naked Truth," we overheard a fight between Spencer’s parents, in which they seemed to be arguing about Melissa’s relationship with him after Mr. Hastings caught them kissing in a car. Obviously they didn’t want to have to tell them that they were half-siblings, but they couldn’t exactly let a relationship bloom, either. Does this mean that Melissa knew Jason was her brother long before Spencer found out? If so, could that have anything to do with Melissa possibly murdering Ali?
On top of everything, we still don’t know if Melissa is on the “A” team or not. She clearly had a connection with Jenna before Ali’s death, as we saw in the video of the NAT club in Ali’s bedroom the night she disappeared. And Melissa was talking to Lucas (Brendan Robinson) and Jenna at the masquerade ball in her Black Swan costume. This means that they knew about her fake pregnancy long before anyone else did. Why would Melissa have told these high schoolers she barely knows about faking a miscarriage? Or was she merely obeying the “A” team’s wishes?
Hopefully most of these questions will be answered by Season 3 winter finale. If not, we’ll keep looking for clues!