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 galcontinue="Dåsetårn-byggeriet" />
  </query-continue>
  <query>
    <pages>
      <page pageid="36" ns="0" title="DHgame" />
      <page pageid="43" ns="0" title="Deltager liste" />
      <page pageid="17" ns="0" title="Deltager liste DHW14" />
      <page pageid="32" ns="0" title="Deltager liste DHW15" />
      <page pageid="39" ns="0" title="Deltager liste DHW16" />
      <page pageid="41" ns="0" title="Deltager liste DHW17" />
      <page pageid="38" ns="0" title="Dreamhack Billetkøb" />
      <page pageid="34" ns="0" title="Dreamhack Links" />
      <page pageid="9" ns="0" title="Dreamhack events" />
      <page pageid="7" ns="0" title="Dreamhack regler" />
    </pages>
  </query>
</api>