What is the setting for the story, and how does this setting affect the plot ?
We find ourselves on an untamed, creepy, scary, uncivilized island. Do these words also describe one of the story's major characters? Yes, they do. The setting, of course, reflects the uncivilized, scary practices of General Zaroff on the island itself.
This is a wild and dangerous place; the setting alone would strike fear into the hearts of most regular people. However, Rainsford manages to show his stuff early on in the story by making it safely through those churning dark waters without drowning, and then, amazingly, makes it through the jungle to find shelter (or so he thinks!). But even this brave hero is fraught with fear by the wild, terrifying "game" being played by Zaroff. As Rainsford gets deeper into the jungle, and deeper into the game, he starts to lose his sense of being a civilized human and instead begins reacting, more and more, on sheer instinct, just as any hunted animal would.
It's also interesting to note the juxtaposition (contrast) between the civilized and even elegant lifestyle the General appears to conduct within the confines of the walls of his compound, and the savagery that lies in the jungle just outside. Inside, Rainsford feels safe, comforted, and in the company of a kindred spirit...until he learns of the "game" and is forced to become an unwitting participant.