Synthetic may not have been factory fill when your car was new.
Dealers, being independent, will usually put in the least expensive thing they can get by with, as long as it meets minimum requirements.

Assuming you've got some miles on it, I'd recommend using a good engine flush, such as made by AMSOIL or BG. If you don't, or won't, flush, go ahead and change the oil and filter. Plan to change the filter after a couple thousand miles. Watch the oil level. If you see any relatively sudden increase in oil consumption (and no trace of it on the outside), change the filter and top off.
You might want to drop the first load of synthetic after 5,000 miles or so.

As far as viscosity, look in your owner's manual (if you have one). You can use 0W-30, 5W-30 or 10W-30. Other viscosities are also acceptable, but I'd stick to the xW-30.