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|Education_&amp;_Formation:_First_Case_Study" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="A Theology of Technology" />
          <pl ns="0" title="American Religion, American Literature" />
          <pl ns="0" title="Consequences of Job in Anglo-Saxon England" />
          <pl ns="0" title="Conversations with Chris" />
          <pl ns="0" title="Copyright, Copyleft, and the Future of the Publishing Industry" />
          <pl ns="0" title="Dear Buddy the Dog" />
          <pl ns="0" title="Dunn Bro&#039;s Playlist" />
          <pl ns="0" title="Early &amp; Medieval Church History: Augustine&#039;s Confessions" />
          <pl ns="0" title="Early &amp; Medieval Church History: Julian of Norwich" />
          <pl ns="0" title="Education &amp; Formation: Final Paper" />
        </links>
      </page>
    </pages>
  </query>
</api>