Rainsford is uncomfortable when he notices that the general is studying him. What is the general doing here?

Rainsford notices Zaroff "studying" him at dinner. The text says that Rainsford is enjoying dinner and finding Zaroff a great host. Rainsford must feel like he has lucked out. He has fallen overboard and found himself on an island that is operated by a fellow gentleman hunter.

He was finding the general a most thoughtful and affable host, a true cosmopolite.

However, even at this early moment, Rainsford has a sense that Zaroff isn't all that he seems to be and that Zaroff hasn't told him everything.

But there was one small trait of the general's that made Rainsford uncomfortable. Whenever he looked up from his plate he found the general studying him, appraising him narrowly.

Rainsford will soon put two and two together and realize exactly why Zaroff is studying him so intently. Zaroff hunts people for fun. He intentionally captures them and makes sure that they are in good health. He does this so that his human prey is as fit and cunning as possible. He wants the challenge. Unfortunately, most of Zaroff's victims do not offer him much of a challenge. He has grown bored with hunting sailors. They are not creative prey.

The hunting was not good last night. The fellow lost his head. He made a straight trail that offered no problems at all. That's the trouble with these sailors; they have dull brains to begin with, and they do not know how to get about in the woods. They do excessively stupid and obvious things. It's most annoying.

Zaroff is studying Rainsford because Zaroff wants to get a good idea of what kind of hunt Rainsford will give him. Zaroff knows that Rainsford is a fit and accomplished hunter, and Zaroff now wants to test his hunting ability against Rainsford's hopeful ability to be a worthy and creative prey.

"My dear fellow," said the general, "have I not told you I always mean what I say about hunting? This is really an inspiration. I drink to a foeman worthy of my steel—at last." The general raised his glass, but Rainsford sat staring at him.
"You'll find this game worth playing," the general said enthusiastically. "Your brain against mine. Your woodcraft against mine. Your strength and stamina against mine."