What you are printing is the XMLHttpRequest object itself, while what you actually want is the response from the request you've made. To get the response, you use

xhr.responseXML;

Which is a object of the type document. (See the MDN docs).

To exhibit the code, you can just

console.log(xhr.responseXML);

But to actually work with the response, you'll probably want to do as Josh suggested, and request from the API a JSON-formatted response (instead of a XML-formatted one).

You will probably want to do that asyncronously, too (see this). The page has a more robust example. Let's adapt it to show London's temperature:

var xhr = new XMLHttpRequest();

xhr.open(GET, http://api.openweathermap.org/data/2.5/weather?q=London&mode=json, true);

xhr.onload = function (e) {

  if (xhr.readyState === 4) {

    if (xhr.status === 200) {

      console.log(xhr.responseText);

      var response = JSON.parse(xhr.responseText);

      console.log(Temperature(K):  + response.main.temp);

    } else {

      console.error(xhr.statusText);

    }

  }

};

xhr.onerror = function (e) {

  console.error(xhr.statusText);

};

xhr.send(null);

Being async means that the xhr.onLoad function will be executed as soon as the response is received. Thus all of your code will be executed sequentially, and only when the response is received the onLoad will be executed.