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|Integrating_Treck" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Appendix A: Configuration Notes" />
          <pl ns="0" title="Appendix B: RTOS Notes" />
          <pl ns="0" title="Appendix C: Strong End System Model / Weak End System Model" />
          <pl ns="0" title="Appendix D: TCP Socket Importing (Socket Migration)" />
          <pl ns="0" title="Appendix E: Open Source Licensing Information" />
          <pl ns="0" title="Application Reference" />
          <pl ns="0" title="Checksum and TCP Segmentation Offloading" />
          <pl ns="0" title="Feature Summary" />
          <pl ns="0" title="IPsec/IKE Programmer&#039;s Reference" />
          <pl ns="0" title="IPv6 Programmer&#039;s Reference" />
        </links>
      </page>
    </pages>
  </query>
</api>