The most compelling lesson to be learned here is caution. Not all people can be trusted. Unfortunately, given today's news programs, that lesson is even more evident than when this story was first published.
Rainsford is in trouble. His boat has problems. At first glance, Zaroff is just the right sort of person to rescue him--strong, capable, and surviving on this island alone. At second long look, we discover that he is cruel and sadistic--he enjoys watching others suffer for his own entertainment.
The story is for entertainment, much like any thriller we might read from Stephen King. However, on closer reading the author may be cautioning us to service our vehicles and fully indicate our travel itineraries to loved ones before setting off on a journey.