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>
    <alllinks galcontinue="Broom|162" />
  </query-continue>
  <query>
    <pages>
      <page pageid="4" ns="0" title="Getting started with modding" />
      <page pageid="16" ns="0" title="Unpacking/packing packs" />
      <page pageid="162" ns="0" title="Dark dreams" />
      <page pageid="209" ns="0" title="Installing template character" />
      <page pageid="235" ns="0" title="Basic start to finish story making" />
      <page pageid="255" ns="0" title="Adding objects to the scene" />
      <page pageid="267" ns="0" title="Collisions and doors" />
      <page pageid="284" ns="0" title="Version 3.0 tutorials" />
      <page pageid="285" ns="0" title="Using character packs" />
    </pages>
  </query>
</api>