General Zaroff lives for hunting as he mentions to Rainsford when they first meet. He travelled the world looking for an animal that could match his wits, speed or strength. Zaroff lost all the joy he felt in life when he could not locate an animal to match his hunting skills.
Zaroff notes "I had no wish to go to pieces," so he would import the largest and most dangerous game possible - humans. Plus, the humans are given the opportunity for a headstart, plus a pistol. If the humans outsmart him for three days, they are returned to civilization. Zaroff assures himself that he is being fair to the "animal" by giving the soon to be victim these allowances.