Why isn't my iTunes library syncing to my iPhone?

This has to be the most frustrating thing ever. It seems that the only music that is syncing onto my iPhone is music purchased from the iTunes store. I have about 1500 songs in my library and only a couple hundred are on my phone. When I open my music library on my iPhone most of the songs have a red square with a circle around it and in the iTunes library under "on this iPhone" majority of the songs have a gray circle next to them. Can someone please help?