How can you tell my parents about my loneliness/depression?

Be candid: Tell them how you feel. It is key to let them in on any suicidal thoughts if you have experienced them. If you have problems with sleep, appetite, energy level, motivation etc - let them know. If you are a minor, ask them to arrange for you to see a therapist. Talking therapy can be very helpful. You will feel less lonely and separate from others when you share this. It will lessen your burden.