how does the description of Rainford's first night in the chateau create a sense of dread?

Well, there are animal heads everywhere, Zaroff apparently always gets his prey plus Zaroff has stated that he is going to hunt him for sport.

Rainsford finds the chateau out in the middle of an island in the middle of a river very creepy. There is the obvious contrast between his swimming to the shore and nearly dying and the living; the appearance of Ivan the Cossack who is a killing machine but who is a polite butler for General Zaroff; the feeling of Rainsford being the greatest hunter in the world suddenly being turned into the world's most interesting hunted being.