Millennials are far more experienced and comfortable in relationships that cross traditional race, culture, and religious boundaries. And our culture is much more supportive of such families than it was. So you do have many advantages, heading into this marriage, over the interracial and interfaith couples from earlier generations.
However, in my opinion all relationships benefit from good pre-marital counseling. You may be expert in being an interfaith and interracial couple, but you are not yet expert in the realities of marriage and (possible) child-rearing. There is a reason why, traditionally, the Catholic Church requires what is called Pre-Canahttp://www.bridalguide.com/planning/wedding-ceremony-traditions/pre-cana counseling for all couples before marriage. And most other clergy worth their salt require at least some pre-marital counseling.
The tricky part will be finding a counselor, or counselors, who will be competent to work with you on issues like how to talk about race and religion with any future children, and how to help your family negotiate racial and religious identities. Many rabbis, or ministers, or even psychotherapists, do not have the experience to provide expert guidance in these areas. I’m going to suggest another possibility. If you know an older interracial and interfaith couple, see if you can schedule an intensive weekend with them, or a series of meetings, as a form of coaching or informal counseling (paid or unpaid) in which they can share their wisdom and experiences with you.
One note of caution: be wary of any counselor who wants to push you to make a particular religious or racial identity decision for any future children. These questions are complex, and so I agree with your parents that they merit deep discussion in a dedicated time and space with a skilled facilitator. But you are right that we are moving into a far more fluid, flexible, and accepting word. So ideally, you will find supporters with minds as open as your own, who can be there for you at key moments throughout your marriage. Marriage, ideally, is long, and all of us could benefit from having such supporters in our lives.
Susan Katz Miller is both an adult interfaith child, and an interfaith parent. She is a former Newsweek reporter, and the author of “Being Both: Embracing Two Religions in One Interfaith Family” (Beacon Press).