When General Zaroff meets Rainsford for the first time, he doesn't come right out and tell him that he likes to hunt humans. First of all, he presents himself as the epitome of all that's suave and sophisticated, the better to lull Rainsford into a false sense of security. In his ostensibly civilized conversation with Rainsford, Zaroff is effectively stalking him as if he were about to embark upon a tiger hunt.
When the two men start discussing hunting, Zaroff tells Rainsford that he's mistaken in thinking that the Cape buffalo is the most dangerous big game. Immediately, Rainsford must be thinking "What could possibly be more dangerous than a Cape buffalo?" He's an experienced hunter and he certainly can't recall ever having come across a more formidable opponent than this large, dangerous creature.
Later on, Zaroff provides further clues as to what "big game" he now prefers to hunt on Ship-Trap Island. He tells Rainsford that hunting has ceased to be what he calls a "sporting proposition." In other words, he's grown rather bored with hunting mere animals. He seeks a much more interesting quarry, and as Rainsford will soon discover to his horror, this quarry is man, and he's to be the next participant in Zaroff's dastardly game.