Zaroff has hunted for many years and found it unfullfilling and unchallenging; for this reason, he has turned to hunting humans.  Zaroff is a Cossack and admittedly a bit savage; he has previously been a general for the Tsar of Russia.  He reveals a bit of his past history to Rainsford in which he informs him that he believes that hunting and killing humans for sport is a very modern, even civilized, means of hunting.  

Zaroff is an old General who lures people to the island so that he can hunt them. He thinks that humans are the most dangerous game to hunt.Zaroff claims to be a former high ranking official in the Russian Army. He is well dressed and has good manners.
There is a great complete character analysis here:
http://www.enotes.com/most-dangerous/17050