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|Membership_Rules_and_Regulations" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Dentree Layouts for River Twine Holt" />
          <pl ns="0" title="Elf Biology" />
          <pl ns="0" title="Flora, Fauna, Fish &amp; Fowl" />
          <pl ns="0" title="Geography &amp; Setting" />
          <pl ns="0" title="History of River Twine Holt" />
          <pl ns="0" title="Humans of River Twine Holt: The Bukno-Baha" />
          <pl ns="0" title="Humans of River Twine Holt: The Ebea" />
          <pl ns="0" title="Magic" />
          <pl ns="0" title="Maps and Layouts for River Twine Holt" />
          <pl ns="0" title="Membership FAQ" />
        </links>
      </page>
    </pages>
  </query>
</api>