We report the observation of double-quantum coherence signals in a gas of potassium atoms at twice the frequency of the one-quantum coherences. Since a single atom does not have a state at the corresponding energy, this observation must be attributed to a collective resonance involving multiple atoms. These resonances are induced by weak inter-atomic dipole-dipole interactions, which means that the atoms cannot be treated in isolation, even at a low density of $10^{12}$ cm$^{-3}$.