Atomically thin crystals of transition-metal dichalcogenides are ideally suited to study the interplay of light-matter coupling, polarization, and magnetic field effects. In this Rapid Communication, we investigate the formation of exciton polaritons in a MoSe2 monolayer, which is integrated in a fully grown, monolithic microcavity. Due to the narrow linewidth of the polaritonic resonances, we are able to directly investigate the emerging valley Zeeman splitting of the hybrid light-matter resonances in the presence of a magnetic field. At a detuning of -54.5 meV (13.5% matter constituent of the lower polariton branch), we find a Zeeman splitting of the lower polariton branch of 0.36 meV, which can be directly associated with an excitonic g-factor of 3.94±0.13. Remarkably, we find that a magnetic field of 6 T is sufficient to induce a notable valley polarization of 15% in our polariton system, which approaches 30% at 9 T. This circular polarization degree of the polariton (ground) state exceeds the polarization of the exciton reservoir for equal magnetic field magnitudes by approximately 50%, which is a clear hint of valley-dependent bosonic stimulation in our strongly coupled system in the subthreshold, fluctuation-dominated regime.