Do you take art history classes in your BFA program? If so, can you take more? It's possible to switch fields for graduate school, but you'd need to demonstrate familiarity with art history methodology (for example, the University of Toronto's art history program allows anyone to apply, regardless of their undergraduate degree, but requires that you have taken at least 5 art history classes). You'd also need to take courses that require lengthy writing and research papers. Work experience like an internship at an art museum or gallery would also be very helpful for your application.