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|Mathematics_Jobs_Wiki_2011-2012" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Mathematics Jobs Wiki" />
          <pl ns="0" title="Mathematics Jobs Wiki (Teaching)" />
          <pl ns="0" title="Mathematics Jobs Wiki 2007-2008" />
          <pl ns="0" title="Mathematics Jobs Wiki 2007-2008 (Teaching)" />
          <pl ns="0" title="Mathematics Jobs Wiki 2008-2009" />
          <pl ns="0" title="Mathematics Jobs Wiki 2008-2009 (Teaching)" />
          <pl ns="0" title="Mathematics Jobs Wiki 2009-2010" />
          <pl ns="0" title="Mathematics Jobs Wiki 2009-2010 (Teaching)" />
          <pl ns="0" title="Mathematics Jobs Wiki 2010-2011" />
          <pl ns="0" title="Mathematics Jobs Wiki 2010-2011 (Teaching)" />
        </links>
      </page>
    </pages>
  </query>
</api>