One theme that can be gleaned from this short story is that a person should not judge others until they have shared a similar experience. The saying, "Don't judge others until you've walked a mile in their shoes" comes to mind when discussing the theme of The Most Dangerous Game.
As the story opens on the water, Rainsford is talking to his companion, Whitney about whether or not the animals Rainsford hunts have feelings about being hunted. Whitney feels empathy for the animals hunted and Rainsford believes this is nonsense. He says to her, "there are two classes, the hunters and the huntees." He feels that the game he hunts are put there to serve the purpose of being hunted and they feel neither pain nor fear about being hunted.
As the plot unfolds on Zarrof's unique island and Rainsford is forced to play the "game" he begins to change his feelings about the huntees because now he has become one.
Rainsford prevails at being a cunning piece of game to hunt and wins Zarrof's game, therefore sending Zarrof to his dogs. Rainsford enjoys his victory bed and peaceful sleep and he is changed at the close of the story because now he too can empathize with game that is hunted. He "walked a mile in the shoes" of a huntee and now he knows that a huntee does in fact experience pain and fear at being hunted down.
It's also a lesson on civilization versus savageness. Go through the story and find language that shows how Rainsford and Zaroff are civilized men, and then go through and find the language showing Zaroff's savageness. The bit about Cossacks being "a bit of a savage" is a big one, besides the apparent savageness of hunting men. Note how Rainsford grows or changes through the story. Not only does he follow a hunter --> hunted --> hunter line, but he grows in his unintentional shedding of bits and pieces of his being civilized. At the end, he calls himself "a beast at bay" and that is what he has become. Not only can he empathize with hunted animals, he's taken on characteristics of an animal. He hunts Zaroff for revenge, not for self-defense or justice. The only way we can imagine his killing of Zaroff to be justified is if we recognize the creation of his inner beast.
From here, you can play around with the ideas of the "Human Problem" or "Human Dilemma." Why do good people do bad things? Why do bad people do the things they do? Why do humans often do bad things if they feel like they can get away with them? Think about the qualities of civilization and the role of Law, how it keeps peace and gives us freedom to be safe. Zaroff has no threat of punishment and so his evil thrives. Civilization is key to peace, stability and hapiness.
This story is so rich!
I believe the author is asking the reader to consider the feelings of animals and humanity as prey. Obviously, hunted animals must sense danger; why else would they run away? Rainsford' expressions of fear and admission of it certainly personify what animal's must feel. Humanity, as prey, would occur in any act of violence toward people: abuse, molestation, murder, war, etc. The author, I believe, is asking us all to simply recall one of life's most basic lessons: "Do unto others, as you would have done unto you." The story is a harsh lesson as a request for overall kindness.