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 alcontinue="DJ_Training_Part_1:_Basics_of_Programming" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="Bouncing to Disk" />
      <l ns="0" title="Charting the music guidelines" />
      <l ns="0" title="Charts and Adds" />
      <l ns="0" title="Click on Save Formats?" />
      <l ns="0" title="Click on Save Tones?" />
      <l ns="0" title="Click on Save Topics?" />
      <l ns="0" title="Color correction and logo" />
      <l ns="0" title="Concert Calendar Script Template" />
      <l ns="0" title="Concert review submission" />
      <l ns="0" title="Consolidating Tracks and Exporting Files" />
    </alllinks>
  </query>
</api>