All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
If this woman is Jew or Christian, then marrying her is lawful if you do not fear from her for your religion or your children. Allaah Says (what means): {This day [all] good foods have been made lawful, and the food of those who were given the Scripture is lawful for you and your food is lawful for them. And [lawful in marriage are] chaste women from among the believers and chaste women from among those who were given the Scripture before you, when you have given them their due compensation, desiring chastity, not unlawful sexual intercourse or taking [secret] lovers..} [Quran 5: 5] However, if this lady is not from the People of the Scripture (Jews and Christians) then it is forbidden to marry her or to live with her. Allaah Says (what means): {… Likewise, hold not the disbelieving women as wives,…}[Quran 60: 10]
So, if your marriage is to a Jewish or Christian lady and it fulfilled the conditions of a correct marriage, then there is no need to hide it from your parents since you did not commit a sin. But you should inform them in a kind and wise manner while trying to convince them that marrying a non-Muslim woman from the People of the Book is Islamically permissible and that Allaah and His Prophet, permitted it. If they insist that you divorce her, it is not obligatory on you to do so. But we advise you to do so in order to please your parents. Ahmad and Al-Tirmithi reported that a man came to Abu Ad-Dardaa' and said: "I have a wife and my mother wants me to divorce her". Abu Darda said: "I would not tell you to divorce her neither would I tell you to disobey your mother. I heard the Prophet saying: "The mother is the middle door of Paradise." So, if you wish to keep your wife, then do so, and if you wish to divorce her, you may do so."
Allaah Knows best.