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|Forward_Calorimeter_Shift" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Accessing Onsite Webpages From Offsite" />
          <pl ns="0" title="Approved Procedures" />
          <pl ns="0" title="Barrel Calorimeter Shift" />
          <pl ns="0" title="Beam Line Detectors Shift" />
          <pl ns="0" title="Central Drift Chamber Shift" />
          <pl ns="0" title="Compton Calorimeter Shift" />
          <pl ns="0" title="Cryogenic Target Shift" />
          <pl ns="0" title="DIRC Shift" />
          <pl ns="0" title="Data Acquisition Shift" />
          <pl ns="0" title="Electronics Shift" />
        </links>
      </page>
    </pages>
  </query>
</api>