I tell my mom all the time when things are going on. She knows my family history much better and can help me figure out what is going on and if it is something I should worry about.
I think it depends on the parents. If they will take it hard and have their own health problems, that is something to consider. Also, both my aunts are nuses... their kids don't tell them about the stuff just because they don't want to hear all the gruesome details and bad things it *could* be. But, I also want my parents to tell me about their problems, so I stay open with mine.