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 non-monotonic 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 limited impact on the CR due to Kohns theorem [W. Kohn, Phys. Rev. {bf 123}, 1242 (1961)], which does not apply in graphene as a consequence of the underlying linear band structure.
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