A number of themes are presented in "The Most Dangerous Game".
You might choose to write about how irony becomes a theme. The title is the first example of irony in the story, working on two levels. The title is ironic because it has two meanings. (Rainsford is the game being hunted and Zaroff, in a way, thinks of the hunt as a serious game, to be played and won.)
Additional example of irony as a theme can be found in the repeated motif of "the hunter becoming the hunted". This happens to Rainsford and it happens to Zaroff.
Furthermore, Rainsfored's attitude regarding killing humans becomes ironic in the end. He had protested against the idea of hunting people, calling it murder. When the "game" is finally over, Rainsford takes a human life, killing Zaroff.
Zaroff's murder, therefore, is not self-defense, as it would have been before Rainsford won the game. It is either an act of revenge or a killing for sport.
Other themes you might write on relate to violence, the value of human life, and the ethics of hunting.
If hunting humans for kicks is murder, Connell asks, then how does this differ from hunting animals?