You are looking at the HTML representation of the XML format.
HTML is good for debugging, but is unsuitable for application use.
Specify the format parameter to change the output format.
To see the non HTML representation of the XML format, set format=xml.
See the complete documentation, or API help for more information. 
<?xml version="1.0"?>
<api>
  <query-continue>
    <links plcontinue="1|0|Countermeanings" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Applications of infrared cameras" />
          <pl ns="0" title="Authorship detection: Who wrote the Letter to the Hebrews?" />
          <pl ns="0" title="Book Chapters" />
          <pl ns="0" title="Books" />
          <pl ns="0" title="CSI Adelaide: Was Trayvon Martin murdered?" />
          <pl ns="0" title="Can we teach a machine to be a cardiologist?" />
          <pl ns="0" title="Cipher Cracking" />
          <pl ns="0" title="Citation Competition" />
          <pl ns="0" title="Communications IV" />
          <pl ns="0" title="Conference Articles" />
        </links>
      </page>
    </pages>
  </query>
</api>