If you are in fact 47 as your profile says, your parents have no business asking about your mail deliveries (this is also true of anyone past age 18, but this kind of snooping by parents is generally considered less unacceptable until about your mid-20's). Of course, just because your parents don't have the right to poke around in your personal affairs, doesn't mean they won't, so, regardless of how or where you end up picking up the package, have a cover story about what's inside, something believable and uninteresting, so they won't ask to see it later (maybe something for a hobby you like but they don't care about, textbooks for school, something for work or some similar project, etc. You could also say it's a gift for a friend, that way they won't get suspicious when nothing new turns up in your room.) The key is to be calm and confident. If you seem shifty, anxious, or eager to get away, that will arouse their suspicions. If you sound calm and upfront about what's apparently in your box, and don't seem in too much of a hurry to get it out of sight (taking your time taking it to your room, stopping to chat with your parents while holding the box, etc.) they will have less reason to suspect that anything seemingly untoward is going on.
Again, assuming that your profile age is accurate and your parents aren't keeping close tabs on your medical history, you can tell them you've been having difficulty with bladder leaks of late (prostate concerns increase in men about your age, and OAB and stress-incontinence are not uncommon ailments for older women, particularly those who have had children). This will prevent you from needing to hide or use subterfuge, and will greatly decrease the stress associated with obtaining diapers, which can often make using them less enjoyable, as they are tainted with feelings of guilt or fear (that was my experience; now that my whole family knows I wear for my IBS, I can enjoy them fully, without being anxious about being caught).
If you're truly concerned about your parents being nosy and demanding to see the contents of your package, you could either do the FedEx hold as others have recommended, or obtain a PO box for deliveries, then just open the box and put the whole package of diapers in a backpack or some other inconspicuous bag that would not arouse suspicion if your parents saw you with it. Otherwise, you could hide the pack somewhere, like in the trunk of a car, or, if you don't drive or own your own vehicle, under a bush or a porch, at which point you can go back out for them later at a time that's convenient for you.
You are of course also going to have to find a way to dispose of the used diapers without getting caught. The smell of urine is considerably stronger than most people realise when it is not diluted with toilet water, so storing used diapers in your room is not a wise idea. You may be able to get away with putting them in a trash bag sprinkled with baby powder or some other odour-masking or neutralising substance, but make sure to always wrap the bag up tight to keep the smell in. One thing I did when I was using diapers at home without my parents' knowledge was to wrap the used diaper in a grocery bag, stuff it in my purse, and throw it away in a public trash can on my way to work.
At any rate, I wish you luck, and hope that your plans, whatever they end up being, are successful.