A bibliography is a list of all the sources you have consulted in the course of preparing to write your essay. Although it needs to include many of the same details you have to use for referencing, it is not the same thing as a set of endnotes, as it should include sources you've used which haven't been cited in the text of your essay.
Items in your bibliography should be listed alphabetically by author surname. Some referencing systems, such as the MLA, use a short form of referencing (usually the author name, plus year of publication if necessary) which is tied to a concluding "List of Works Cited". This means that a bibliography is often omitted in work using these systems, because the two lists would be too similar. In this case, the assumption is that every work that is at all relevant to the topic of the essay will have been cited at least once, something which tends to lead to the inclusion of paragraphs whose entire function is citing relevant work, with little actual discussion of the nature of its relevance. This is not a good model to follow for student essays.