When you file your tax return for 216 tax year, your refund (federal and state) will be mailed to the address you enter in the Personal Info section. The address listed in this data entry is for correspondence/refund purposes, not for establishing your residency status. So, if you enter your French address here, that's where the refund will be mailed. If you choose to enter your parents' address, then that's address that the IRS will mail your refund.
Please note that it may take much longer to receive the refund, since it's going through international mail... if you have a U.S. bank account, I would recommend that you request direct deposit, it will be much quicker and more efficient.
Note: You are still considered to be a resident of your state for 2016, since you didn't move until Jan 2017... and you should file a resident tax return; however the address explanation above relates to both, federal and state refunds...