How can I make my parents understand and follow Allah’s path while living in a city like Mumbai?

I am Mohsina,a girl student from Mumbai. I just gave my exams of std.10. And due to Allah’s fazlo karam i got Islam’s hidayat. But sometimes i realise that what is the use of life without Imaan. I try my best to stay away from all the Gunah but can’t.So I feel that it would be more benefit for me to join a girl’s Madarsa where i could learn a lot about Islam and also continue my further studies there.But when I here about Jinnat living there I get scared and just can’t do anything.But I want to do something to make my Aakhrat. Which i can’t do in a city like Mumbai.So ijust think about that, but can’t decide .And also I am a very pampered child so it is more harder to make parents understand and also i have never been anywhere without my parents. But then too mujhe Allah ki raah mein nikalna hai aur uske liye kuch karna hai.Please help me and reply fast as there is very less time to decide.