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="Codice_fiscale|368" />
  </query-continue>
  <query>
    <pages>
      <page pageid="12" ns="0" title="Permit of stay" />
      <page pageid="27" ns="0" title="House rental contract" />
      <page pageid="41" ns="0" title="Rules for EU citizens" />
      <page pageid="49" ns="0" title="Fellowship" />
      <page pageid="68" ns="0" title="Car rental" />
      <page pageid="106" ns="0" title="Students&#039; Secretariat" />
      <page pageid="199" ns="0" title="Once in Italy" />
    </pages>
  </query>
</api>