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|Firefly_Characters" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Arkham by Cyberlight Characters" />
          <pl ns="0" title="Arkham by Cyberlight Rules" />
          <pl ns="0" title="Arkham by Cyberlight Setting" />
          <pl ns="0" title="Castle Falkenstein Characters" />
          <pl ns="0" title="Castle Falkenstein House Rules" />
          <pl ns="0" title="Castle Falkenstein Journal" />
          <pl ns="0" title="Castle Falkenstein Locations" />
          <pl ns="0" title="Castle Falkenstein Monsters" />
          <pl ns="0" title="Castle Falkenstein Noteboard" />
          <pl ns="0" title="Castle Falkenstein Setting" />
        </links>
      </page>
    </pages>
  </query>
</api>