That stuff isn't in the GMail app. Like iPhone, it's in the settings area.

From the home screen, hit the menu button, settings, "Accounts & Sync."

Make sure both the checkboxes are checked, then under "Manage accounts," select the account with the lowercase "g" next to your GMail address (if there's more than one, I have a couple).

In there, select the services you want to keep synced. On mine, I have Google Reader (didn't know about it before, this got me to enable it, thanks!), Books, Contacts, GMail, Picasa Web Albums, and Calendar.