There are several instances of foreshadowing in the short story.
First, right from the beginning, the reader knows that there will be something ominous. As Rainsford and Whitney are speaking, they have a feeling of fear as they look at the surroundings. In fact, Rainsford asks about it. Whitney responds with these words:
"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--"
That the place is a setting of dread is confirmed when Whitney actually feels the dread.
"There was no breeze. The sea was as flat as a plate-glass window. We were drawing near the island then. What I felt was a--a mental chill; a sort of sudden dread."
Rainsford rejects all these notions. He rather talk about hunting, and he opines that there are only two classes of beings in the world - the hunted and the huntee. This is probably the strongest foreshadow, because Rainsford's words will turnout to be true on Zaroff's island. Rainsford will become the huntee; and Zaroff will be the hunter. Here are Rainsford's words.
"Nonsense," laughed Rainsford. "This hot weather is making you soft, Whitney. Be a realist. The world is made up of two classes--the hunters and the huntees. Luckily, you and I are hunters. Do you think we've passed that island yet?"
While Rainsford is still on the boat, he hears three gun shots. The text does not give an explanation, but the reader knows from hindsight that these shots come from Zaroff, who was hunting humans. Therefore, the shots foreshadow the new creature Zaroff created to hunt. Moreover, it foreshadows what will happen to Rainsford on the island.
An abrupt sound startled him. Off to the right he heard it, and his ears, expert in such matters, could not be mistaken. Again he heard the sound, and again. Somewhere, off in the blackness, someone had fired a gun three times.