Since there is hyperfine splitting the nucleus is non-spherical. Also the electrons around the nucleus create a magnetic field vector in such a way that the minimum energy is in the +z-direction. This means it creates a magnetic dipole vector along the +z-direction.
At low temperature thermal fluctuations are smaller than the energy difference between the levels, so the atoms will occupy mostly the lowest energy level. That is their spin is oriented along positive z-direction.