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>
    <allredirects garcontinue="Coldmonger_Caverns|3763" />
  </query-continue>
  <query>
    <pages>
      <page pageid="800" ns="0" title="Chief Bodyguard" />
      <page pageid="2573" ns="0" title="Misty Path" />
      <page pageid="2790" ns="0" title="Bodyguards" />
      <page pageid="2954" ns="0" title="CatFace" />
      <page pageid="3030" ns="0" title="Darksparrow Castle" />
      <page pageid="3231" ns="0" title="Bodyguard" />
      <page pageid="3381" ns="0" title="Blade of hypaepa" />
      <page pageid="3668" ns="0" title="Bracelet of love" />
      <page pageid="3761" ns="0" title="Coldmonger Mine" />
      <page pageid="4049" ns="0" title="Black Orc Psychromancer" />
    </pages>
  </query>
</api>