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|Size_of_humankind" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Compendio dei santi, teologi, mistici e profeti oggi dimenticati" />
          <pl ns="0" title="FAQ" />
          <pl ns="0" title="Find unsecured IP cameras" />
          <pl ns="0" title="Golygons" />
          <pl ns="0" title="Links on problems in academia" />
          <pl ns="0" title="Number of volumes in the Library of Babel" />
          <pl ns="0" title="Places to eat" />
          <pl ns="0" title="Places to sleep" />
          <pl ns="0" title="Python-Perl cheatsheet" />
          <pl ns="0" title="Sandbox" />
        </links>
      </page>
    </pages>
  </query>
</api>