1) Some of Rainsford's initial dialogue are examples of foreshadowing.
"What I felt was a -- a mental chill; a sort of sudden dread."
2) Rainsford was an expert hunter, but he did not recognize the agonizing screams of the animal. This foreshadows the mysterious hunt.
"Rainsford heard a sound. It came out of the darkness, a high screaming sound, the sound of an animal in an extremity of anguish and terror. He did not recognize the animal that made the sound; he did not try to; with fresh vitality he swam toward the sound. He heard it again; then it was cut short by another noise, crisp, staccato."
3) At the very end, the game has already been won, but Zaroff overplays his cards.
"The general made one of his deepest bows. "I see," he said. "Splendid! One of us is to furnish a repast for the hounds. The other will sleep in this very excellent bed. On guard, Rainsford." . . .