There are a few central themes in the short story, "The Most Dangerous Game."
First, there is the theme of hunting. This theme is cleverly inverted. Who are the hunters? Who are the hunted? In the beginning of the story Rainsford makes the comment to his friend that there are only two classes - the hunter and the huntee. This seems like a firm category. Humans hunt; animals are hunted. Presumably the difference is the ability to reason. Humans can reason, animals cannot. So, when Zaroff creates a new type of animal to hunt, humans who can reason, this distinction its discarded. In other words, old categories are gone, and new ones emerge.
Second, there is the theme of competition. Rainsford and Zaroff are engaged in a perverted game of competition. Rainsford engages in this unwillingly, but in the end it is a competition of life and death. Fortunately for Rainsford, he emerges as the victor.