How can I explain to my family that I want to leave the USA and live in Canada?

Are you over 18? Get up and go. You don't need to tell them anything. You don't need their support. You already have done the hard part, which is figuring out the means to immigrate.

The United States is arguably the best country in the world. It certainly offers the most of any country in the world. The United States offers the natural beauty of Alaska, traditional New England, exciting French New Orleans, the sandy and palm-lined Florida Keys, the US Virgin Islands, exotic Hawaii, and even Puerto Rico and American Samoa. In some parts of the United States you can go surfing in the morning and skiing in the afternoon. There is no other country on the face of this planet or any other planet we know of that offers so many different landscapes and experiences. The United States has everything Canada has, plus a gazillion things more. That's why millions of Canadians and other nationals spend the winter months in the United States, and not the other way around.

Based on that, I would question your state of mind for wanting to move to cold Canada. You'd have to have a great reason, i.e., you are a bum who doesn't want to work and would benefit from the better social net up there while doing nothing. But do you really need approval from your family? If you have the means to immigrate to Canada, and you've been wanting to do that since you've been a little boy, just go ahead and do that. It's your business only, not your family's.

You need to obtain a Permanent Resident visa for Canada. For that you need to have job skills , and work experience that is in demand in Canada, a clean health and other record, and a job offer or money to keep yourself while you job hunt.

Do you have all the forms? If not ,they are here, below:

If they're truly narcissistic they won't even notice. 

Make your plans, and let them know that it's definitely happening. It's up to them whether they choose to support you; you can't change that.

I did not bother looking for support from my family when I joined the Marine Corps. I just did it and got going with my life on my own terms. 

Do what you gotta do on your own terms.