At the age of ten, Parsons was enrolled in Miss Chapin's school for girls in New York. She remained at the Chapin School for five years but was a mediocre student who was easily bored. In 1913, Parsons visited the Armory show, the International Exhibition of Modern Art. She was delighted and inspired by what she saw and described this pivotal moment years later: "It was exciting, full of color and life. I felt like those paintings. I couldn't explain it, but I decided then that this was the world I wanted... art." Although her parents disapproved, she soon began studying art in the studio of Gutzon Borglum, whom she described as a poor teacher.