I'm petite myself and have gone back to my normal weight (which is actually quite underweight) after getting into remission with Remicade.
You can go to the infusion alone, but just make sure they're not giving you Benadryl as a pre-med--it may make you drowsy! My parents insist on coming to my infusion and I need them to so I have a driver; Benadryl knocks me out!
In my opinion, I think you should tell your parents. My parents worry a lot, but it's nice to talk to someone about my concerns and whatnot, and they can offer a different perspective. And if you're really sick, then you know that you have someone to take care of. Also, Remicade can take up to 5 infusions to begin working, so it could be a few months before you can soften the blow.