At least a chunk of your situation involves that classic situation, COMING OUT ... which can be exceptionally problematic and extremely personal, depending on the setting, environment, and the people around you.
YouTube producer TheraminTrees has created an excellent video on the issue of coming out. I recommend it highly. That said, while the video is quite comprehensive, being able to talk to a human being about your own issues may be at least as much help, if not much more. I and a fair number of my fellows here on A|N will be more than happy to lend an ear, should you need that.
In any case, VERY best wishes!
Talking to a therapist may actually be helpful. I had a sort of somewhat vaguely similar issue that I couldn't tell my family, but I had a sympathetic, close sibling that I first got on side, and then at least I had support when confronting my parents. One friend who had a an issue they couldn't confront their parents with, took that line even further and started with their closest sibling and by the time she got to telling her parents, she had all three of her siblings on her side, so the parents were outnumbered 4 to 2, and they simply said, it seems to be okay with everybody else, well give you the benefit of doubt, but please be careful. (She wanted to go sky diving against her parent's wishes, her father has a phobia about flying). But, we don't know your situation any more than the brief intro you gave us, so all I can offer is my approach to getting difficult news to my parents.
Though a counsellor or a therapist with a deeper understanding of your overall position and consequences may be a good idea, at least you will be able to get a one - to - one dialogue, which in itself can give comfort.
Best of luck!
DOG makes a good suggestion regarding seeing a therapist. However, one issue can be the therapist's own orientation and attitude regarding religion. With that in mind, should you decide to pursue talking to a professional third party, I would recommend using The Secular Therapist Project as a means to finding a neutral counselor.
Just a thought, and I hope a helpful one.
Perhaps the most important factor is where you live. If you're in Baghdad, I'd give different advice than if you are in Chicago. There are countries where being an atheist is a capital offense; so is marrying out of the faith. In the United States the government is pretty much on your side, or at least neutral. Also your age matters. If you're graduating from high school, I'd guess you are either 17 or 18. There's a big difference. At 17 you are still under your parents' control, and you own nothing. In the US your parents can't force you to marry one guy, but they might be able to keep you from marrying, or even dating, one. Also, your position in the family matters. If you're an only child, their wanting you to marry "within the faith" is critical. They don't want all their grandchildren going to hell, and they might believe they would. If you're oldest, you'd be setting a precedent. If you're younger, the way your older siblings have gone would make a difference. Having a sympathetic therapist could help; having an antagonistic one could really make a bad situation worse. Best wishes.
I don't think anyone who doesn't really know you or know much about your situation can advise you in a meaningful way. I would only say that you should make an effort to reach out to someone you can trust who does know you personally. You, of course, should be free to make your own decision about marriage and not be coerced by anyone. But this is easier said than done. So, try to find anyone in your personal circle who can sympathize and be understanding toward you. Your therapist may or may not be that person. (Be careful if your therapist shares the same mindset as you parents, in which case he/she may not be able to be sympathetic toward you.) Maybe a school friend or close relative might be better.
I wish that I had some advice for you, but sadly, I am pretty much in the same situation. I've been with my boyfriend for almost 4 years. I honestly don't trust my parents to not react with violence or to with-hold support. It sucks hiding such a huge piece of your life from the people who are important to you and supposed to love you unconditionally. I understand how scary and isolating this can be, especially if you have no one to talk to. Please feel free to message me anytime. *Hugs*