We report a study of the cyclotron resonance (CR) transitions to and from the unusual n=0 Landau level (LL) in monolayer graphene. Unexpectedly, we find the CR transition energy exhibits large (up to 10%) and nonmonotonic shifts as a function of the LL filling factor, with the energy being largest at half filling of the n=0 level. The magnitude of these shifts, and their magnetic field dependence, suggests that an interaction-enhanced energy gap opens in the n=0 level at high magnetic fields. Such interaction effects normally have a limited impact on the CR due to Kohn's theorem [W. Kohn, Phys. Rev. 123, 1242 (1961)], which does not apply in graphene as a consequence of the underlying linear band structure.