The general first appears to be a bit of an enigma. He is obviously well read and very intelligent.
In a cultivated voice marked by a slight accent that gave it added precision and deliberateness, he said, "It is a very great pleasure and honor to welcome Mr. Sanger Rainsford, the celebrated hunter, to my home."
He is also wealthy enough to have his own island and stock it with all manner of animals to hunt. But the reader is not sure how he initially came to be in his current situation. We learn some of it as Rainsford learns it, but all of our questions are never fully answered. For me, not knowing details always makes me apprehensive and tense. That's what occurs in story too. There is a sense that something is not quite right about the island and Zaroff.
"The old charts call it `Ship-Trap Island,"' Whitney replied." A suggestive name, isn't it? Sailors have a curious dread of the place. I don't know why. Some superstition--
And this quote that hints at Zaroff's skill.
The hunter had his nerve with him to tackle it with a light gun.
The author builds that suspense up and then drops it like a bomb on the reader when we learn that Zaroff's prey of choice is humans.
"But they are men," said Rainsford hotly.
"Precisely," said the general. "That is why I use them. It gives me pleasure. They can reason, after a fashion. So they are dangerous."
Zaroff lives a secret life on a secret island doing secret murders. For those reasons, the suspense is quite thick even before Rainsford starts to be hunted.