How do I tell my parents I'm not happy...

I agree with the advice to go see a school counselor. When I was 21 and felt very much like you describe, I wish someone had led me by the hand to a counselor . Instead, it took 6 very long years for me to go myself.
Don't be embarrassed, or put it off. Just walk in. That's what they are there for, and they want to help you.