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|Modding_Overview" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Assets Rules and Naming" />
          <pl ns="0" title="Developer Codes" />
          <pl ns="0" title="Gif Processor" />
          <pl ns="0" title="Halfway Modding Minimum Requirements" />
          <pl ns="0" title="How the modding system works (some technical details)" />
          <pl ns="0" title="How to change and add Items and other things" />
          <pl ns="0" title="How to write a dialogue" />
          <pl ns="0" title="Image Processor" />
          <pl ns="0" title="Map Editor Overview" />
          <pl ns="0" title="MetaData Tool" />
        </links>
      </page>
    </pages>
  </query>
</api>