For what does General Zaroff live in "The Most Dangerous Game"?

General Zaroff lives for danger.

Hunting is very important to General Zaroff.  He above all else cannot stand to be bored.  He loves to hunt, and the more dangerous the prey, the better.  However, since he is a rich man and has all of the advantages of time and money to perfect his skills, he gets bored with the ordinary hunt.

When Zaroff explains that he has lost interest in hunting animals, since they no longer pose a challenge for him, he tells Rainsford that he imports his prey to make things more interesting.  Rainsford asks him if he is bringing in tigers, and the general thinks that is pretty funny.

The general smiled. "No," he said. "Hunting tigers ceased to interest me some years ago. I exhausted their possibilities, you see. No thrill left in tigers, no real danger. I live for danger, Mr. Rainsford."

It turns out that General Zaroff prefers to hunt human beings.  He imports men, by forcing their ships to become wrecked on the reef by the island.  Men are a far more dangerous game than animals, and a more interesting one, because unlike animals they are sentient.  They can think.

"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."

Zaroff explains that when he realizes that animals were boring him, he had to invent a new hunt.  That is why he chose to hunt people.  An animal does not think and reason as a person does.  People are more challenging prey, and much less boring.

Although Zaroff claims that he makes the contest fair for the men he hunts, it is an illusion.  The men have no choice in playing the game.   If they do not play they are beaten to death by Ivan.  They are also not outfitted with dogs or guns.  They are only given moccasins and a knife.  The contest is definitely in Zaroff’s favor.

Rainsford is a renowned hunter too, and has written books on the subject.  He is clearly very good.  However, he finds Zaroff’s plans distasteful.  Hunting men is murder, in his mind.  Since Zaroff will not let him go, he has to be Zaroff’s prey.  Rainsford is the most dangerous game Zaroff has hunted.  He turns against Zaroff after winning the game, killing him.