Grid cells in the entorhinal cortex of mammalian brains exhibit striking hexagon grid firing patterns in their response maps as the animal (e.g., a rat) navigates in a 2D open environment. In this paper, we study the emergence of the hexagon grid patterns of grid cells based on a general recurrent neural network (RNN) model that captures the navigation process. The responses of grid cells collectively form a high dimensional vector, representing the 2D self-position of the agent. As the agent moves, the vector is transformed by an RNN that takes the velocity of the agent as input. We propose a simple yet general conformal normalization of the input velocity of the RNN, so that the local displacement of the position vector in the high-dimensional neural space is proportional to the local displacement of the agent in the 2D physical space, regardless of the direction of the input velocity. We apply this mechanism to both a linear RNN and nonlinear RNNs. Theoretically, we provide an understanding that explains the connection between conformal normalization and the emergence of hexagon grid patterns. Empirically, we conduct extensive experiments to verify that conformal normalization is crucial for the emergence of hexagon grid patterns, across various types of RNNs. The learned patterns share similar profiles to biological grid cells, and the topological properties of the patterns also align with our theoretical understanding.