It is well worth looking at how the story itself describes the dangerous setting of this excellent short story of suspense. Consider what General Zaroff says to Rainsford:
"This island is called Ship-Trap... [The lights] indicate a channel.. where there's none; giant rocks with razor edges crouch like a sea monster with wide-open jaws. They can crush a ship as easily as I crush this nut."
Notice how the island is described - it is full of danger and a simile is used to compare the island to a massive monster with giant, dangerous teeth. This clearly shows the danger that there is the island, but of course this is a danger that is not merely restricted to its natural characteristics, but the deadly "game" that Zaroff and Rainsford will play on it. It is a brutal place, with no softness, where every move could be your last and danger is always around the corner.
Thus the setting clearly establishes the kind of arena where the "game" will be played, foreshadowing the danger and violence.
"The Most Dangerous Game" is a short story which relies heavily on setting to demonstrate both the theme and the conflict. The classic struggle between men, fighting for one's life, is an unmistakable element in this story. I think of the setting here in terms of if. What if this were not an island in the middle of nowhere--how would the story have changed? What if this were not a forested island but a barren rock or a desert plain--how would the story have changed? What if it were not a deserted island--how would the story have changed?This is your essay and it should your reflect your thoughts, but answering those questions should get you started.