If you are over 18 your parents don't have much they can say about it. Your therapsit also can't talk to anyone about you, this includes your parents unless you give them permission. I think the only exception to this is that if you list someone as your emergency contact, your therapist may have to call them if a emergency arises.

If you are under 18 then they may have to talk to your parents. They won't be able to tell them what you say unless you give permission.