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|64th_Hunger_Games" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="54th Hunger Games" />
          <pl ns="0" title="55th Hunger Games" />
          <pl ns="0" title="56th Hunger Games" />
          <pl ns="0" title="57th Hunger Games" />
          <pl ns="0" title="58th Hunger Games" />
          <pl ns="0" title="59th Hunger Games" />
          <pl ns="0" title="60th Hunger Games" />
          <pl ns="0" title="61st Hunger Games" />
          <pl ns="0" title="62nd Hunger Games" />
          <pl ns="0" title="63rd Hunger Games" />
        </links>
      </page>
    </pages>
  </query>
</api>