This kind of paper is frequently assigned at Empire State College. It often replaces an exam. Usually, you are expected to use your writing to show that you have understood all the readings included in the assignment, and you are expected to synthesize the readings, to bring them together, in some interesting way around a central question. One key to successful synthesis papers is to bring your own voice and ideas into the paper sufficiently to actually direct the flow of the paper. If you find yourself just pasting together summaries of the readings in some kind of order, stop! You should find yourself, instead, identifying some interesting question that has grown out of your reading (you instructor may actually specify the question) and answering it. Your answer will usually become the thesis statement that directs the paper. You will use your reading, then, to develop your thesis--showing your reader what you mean by it and why you believe it is true.
Tip: Knowledgeable students often include more than the required readings in the bibliographies of their papers.