We are interested in stability properties of solitary localized structures in a real Swift-Hohenberg equation subjected to a delayed feedback. We shall show that variation in the product of the delay time and the feedback strength leads to nontrivial instabilities resulting in the formation of oscillons, soliton rings, labyrinth patterns, or moving structures. We provide a bifurcation analysis of the delayed system and derive a system of order parameter equations explicitly describing the temporal behavior of the localized structure in the vicinity of the bifurcation point. In addition, we demonstrate that a normal form of the bifurcation, responsible for the emergence of moving solitary structures, can be obtained and show that spontaneous motion to the lowest order occurs without change of the shape.