When applying a red-detuned retro-reflected laser beam to a large cloud of cold atoms, we observe the spontaneous formation of 2D structures in the transverse plane corresponding to high contrast spatial modulations of both light field and atomic spins. By applying a weak magnetic field, we explore the rich resulting phase space and identify specific phases associated with both dipolar and quadrupolar terms of the atomic magnetic moment. In particular we demonstrate spontaneous structures in optically induced ground state coherences representing magnetic quadrupoles.