This isn't technically about history per se. It is more of an /r/AskAcademia question, so I advise that you ask it over there.

Nevertheless, I will give you my answer: This is stylistic issue, and it will differ from context to context. Some will favor the use of first person language, some journals revel in it. Others, however, detest it more than getting an email from an undergrad in their person inbox on the weekend. So, I would go with what your professor asks. She or he is the one giving you the grade after all. Beyond the purview of this professor, do what comes naturally. You will always have to change your style, unless you become the historian in your field, for various publications.

But by all means, go to /r/askacademia and ask there! I anxiously await their responses.