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|EBird" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Annual Ticks" />
          <pl ns="0" title="Counties Over 100" />
          <pl ns="0" title="Counties Over 200" />
          <pl ns="0" title="Counties Over 300" />
          <pl ns="0" title="County Big Days" />
          <pl ns="0" title="County Big Years" />
          <pl ns="0" title="County Hotspot Maps" />
          <pl ns="0" title="County Leaders" />
          <pl ns="0" title="County Listing Guide in the Southern High Plains" />
          <pl ns="0" title="Dell&#039;s County Maps" />
        </links>
      </page>
    </pages>
  </query>
</api>