As everyone else has mentioned, General Zaroff began hunting humans because he became bored with hunting animals. He said that he began to lose interest in hunting animals, and he eventually realized this was because he had become such a great hunter that the animals never eluded him.
"I asked myself why the hunt no longer fascinated me...It had become too easy. I always got my quarry. Always. There is no greater bore than perfection."
Zaroff's capacity to reason presented him with an unfair advantage over the animals, whose natures he understood so precisely that he could always outwit them. He had turned hunting into a science.
"No animal had a chance with me any more. That is no boast; it is a mathematical certainty. The animal had nothing but his legs and his instinct. Instinct is no match for reason. When I thought of this it was a tragic moment for me, I can tell you."
He realized that for his prey to stand a chance against him, it must also possess the capacity to reason.
"I wanted the ideal animal to hunt," explained the general. "So I said, 'What are the attributes of an ideal quarry?' And the answer was, of course, 'It must have courage, cunning, and, above all, it must be able to reason."'
Thus, Zaroff, in his words, needed to "invent" a new animal. He could not actually invent an animal, of course, but he could treat a non-animal like an animal, which is what he did. He began to hunt humans as though they were animals.
Zaroff has begun hunting human "game" because he desires more challenge in the hunt. Animals have lost their appeal and interest for him. Mere animals require little effort for the hunt, and Zaroff requires a thinking or logical prey. This can only be provided by the highest form of animal--man. For this reason, Zaroff has begun hunting human "game".
Zaroff begins hunting human "game" because hunting animal game has become boring to him. He feels it is no longer hold any sort of challenge for him. He feels that he can outsmart any animal- even the most cunning, which is why he has switched to human game. Humans can think and reason which makes them more interesting to hunt. Since Zaroff is civilized, rich, cultured, well traveled, and the like he feels that he is completely justified in his game- after-all it is fair, or so he thinks, because he gives his game a fighting chance.
Zaroff thinks that the animal donot think as human so he wanted to hunt a human who can thinck.and he named it most dangerous game.