You don't have to, and not absolutely everyone should—but if you can talk to your parents about sex, it can be really healthy and helpful.
Under New York State law, minors are allowed to give informed consent and receive confidential medical services without their parents knowing, and without their permission. UHPP would never share your health information" or even the fact that you are our patient" with anyone without your explicit consent. But UHPP encourages minors to include a parent or another responsible adult in decision-making regarding their sexual health and choices surrounding unintended pregnancies.
Of course the conversation can be hard, and not all parents handle it well but many of them do, and when they do, they can provide real support and guidance. Research shows that when parents and kids can talk about this stuff, it makes their relationship even stronger, and helps the kids make healthy decisions. Here are some resources to help you think it over, and if you know you want to talk to your parents about sex, some tips on how to start the conversation.
Info for Teens: Talking with Your Parents About Sex: This is Planned Parenthood's national website for young people, and it has info about how the conversation can go down, how to get it going, and how you can still reach out for support if you know that talking to your parents isn't an option.
Go Ask Alice! Talking with Parents: This is a forum where real people ask real questions about issues in their lives, and get real answers. This page covers a lot of different conversations and situations with parents, from talking about sex (sometimes just because or sometimes because mom found some birth control or porn in her kid's room), to discussing sexual orientation and religion, and way more.
Scarleteen About that "Talk" with Your Parents: This site goes over a lot of the same topics as "Info for Teens," but sometimes in deeper detail.