I've had the same question. I still have University to think it over, but I've thought about this a lot. I'm going to major in history for sure, but I think your parents have it right. To be honest history majors are not assured a job (for example biochemist Ph.D's like my father are usually going to find a job in that field). The good thing about just going to grad school in history or something similar is helpful to find better jobs and pay is better. This is applicable for jobs not even remotely related to your major. It's just more education and employers like to see that.

I know a Soviet studies major who runs major buildings etc. and is VERY well off. Harry Turtledove (one of my favorite authors for his Darkness series) is a Byzantine Empire History Ph.D and has made a career off writing fantasy books. Education is never bad to have!

I think no matter what route I take for University studies, I'm going to the peace corps afterwards, THEN find a job.